Results 1 to 10 of about 288 (179)
New bivariate family of distributions based on any copula function: Statistical properties [PDF]
Heliyon, 2023 In this paper, new bivariate family of distributions based on any copula is established. Of this, we introduce new bivariate Topp-Leone family based on Farlie-Gumbel-Morgenstern (FGM) copula.
Ali A Al-Shomrani
exaly +4 more sources
Why Are FGM Copulas Successful? A Simple Explanation [PDF]
Advances in Fuzzy Systems, 2018 One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula.
Songsak Sriboonchitta, Vladik Kreinovich
doaj +5 more sources
Exchangeable FGM copulas [PDF]
Advances in Applied Probability, 2023 AbstractCopulas provide a powerful and flexible tool for modeling the dependence structure of random vectors, and they have many applications in finance, insurance, engineering, hydrology, and other fields. One well-known class of copulas in two dimensions is the Farlie–Gumbel–Morgenstern (FGM) copula, since its simple analytic shape enables closed ...
Christopher Blier-Wong +2 more
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Statistical inference for the non-conforming rate of FGM Copula-Based bivariate exponential lifetime [PDF]
Journal of Mahani Mathematical Research, 2022 Lifetime performance index is widely used as process capability index to evaluate the performance and potential of a process. In manufacturing industries, the lifetime of a product is considered to be conforming if it exceeds a given lower ...
Zainab Abbasi Ganji +3 more
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FGM Copula’s Extension Via Polynomial Function
Journal of Physics: Conference Series, 2020 Abstract This study is concerned with generalizing the well-known family of FGM copula in terms of a polynomial function. A general form of the FGM copula via a copula function is proposed in order to obtain a new FGM copula family. Various particular cases have been presented according to the degree of the polynomial function. Proofs of
Ahmed Al-Adilee
exaly +2 more sources
New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems
Moroccan Journal of Pure and Applied Analysis, 2023 New copulas, based on perturbation theory, are introduced to clarify a symmetrization procedure for asymmetric copulas. We give also some properties of the symmetrized copula mainly conservation of concordance.
El maazouz Mohamed, Sani Ahmed
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Analysis of the Impact of Wireless Three-User Multiple Access Channel Coefficients Correlation on Outage Probability: A Copula-Based Approach [PDF]
Computer and Knowledge Engineering, 2023 In wireless communication channels, the channel coefficients are dependent on each other. This paper investigates the constructive or destructive effects of fading coefficients correlation of wireless multiple access channels (MAC) on the outage ...
Mona Sadat Mohsenzadeh +1 more
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Risk aggregation with FGM copulas
Insurance: Mathematics and Economics, 2023 We offer a new perspective on risk aggregation with FGM copulas. Along the way, we discover new results and revisit existing ones, providing simpler formulas than one can find in the existing literature. This paper builds on two novel representations of FGM copulas based on symmetric multivariate Bernoulli distributions and order statistics.
Christopher Blier-Wong +2 more
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Univariate and Bivariate Alpha-Power Transformed Lomax Distribution: Properties and Application [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجارية, 2022 A new method for adding parameters to a well-established distribution to obtain more flexible new families of distributions is applied to Lomax distribution (LD).
yasser Anmer +2 more
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Modelling to Engineering Data Using a New Class of Continuous Models
Journal of Function Spaces, 2021 In this paper, a new flexible generator of continuous lifespan models referred to as the Topp-Leone Weibull G (TLWG) family is developed and studied. Several mathematical characteristics have been investigated. The new hazard rate of the new model can be
I. Elbatal, Naif Alotaibi
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