Results 61 to 70 of about 925 (187)

Bivariate Power Lindley Models Based on Copula Functions Under Type‐II Censored Samples With Applications in Industrial and Medical Data

Journal of Mathematics, Volume 2025, Issue 1, 2025.
This study introduces three innovative bivariate models to address complex dependencies between random variables in real‐world applications. Specifically, we develop bivariate power Lindley (BPL) distribution models utilizing the Gumbel, Frank, and Clayton copulas.
Ehab M. Almetwally, Aisha Fayomi, Maha E. Qura, Pramita Mishra   +3 more
wiley   +1 more source

The Empirical Beta Copula

, 2016
Given a sample from a multivariate distribution $F$, the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the original sample look like a sample from the copula of $F$.
Segers, Johan, Sibuya, Masaaki, Tsukahara, Hideatsu   +2 more
core   +1 more source

A new class of copulas having dependence range larger than FGM-type copulas

Statistics & Probability Letters
We propose a new bivariate symmetric copula with positive and negative dependence properties. The main features of the proposed copula are its simple mathematical structure, wider dependence range compared to FGM copula and its generalizations, and no lower and upper tail dependence.
Swaroop Georgy Zachariah, Mohd. Arshad, Ashok Kumar Pathak   +2 more
openaire   +2 more sources

Quantifying compound flood event uncertainties in a wave and tidally dominated coastal region: The impacts of copula selection, sampling, record length, and precipitation gauge selection

Journal of Flood Risk Management, Volume 17, Issue 3, September 2024.
Abstract Coastal flooding is a growing hazard. Compound event characterization and uncertainty quantification are critical to accurate flood risk assessment. This study presents univariate, conditional, and joint probabilities for observed water levels, precipitation, and waves.
Joseph T. D. Lucey, Timu W. Gallien
wiley   +1 more source

Communications Performance Analysis of Wireless Multiple Access Channel With Specially Correlated Sources

IEEE Access
From both practical and theoretical viewpoints, performance analysis of communication systems using information-theoretic results is very important. In this study, first, we obtain a general achievable rate for a two-user wireless multiple access channel
Akram Entezami, Ghosheh Abed Hodtani
doaj   +1 more source

Predicting failure times of coherent systems

Naval Research Logistics (NRL), Volume 71, Issue 5, Page 627-644, August 2024.
Abstract The article is focused on studying how to predict the failure times of coherent systems from the early failure times of their components. Both the cases of independent and dependent components are considered by assuming that they are identically distributed (homogeneous components). The heterogeneous components' case can be addressed similarly
Jorge Navarro, Antonio Arriaza, Alfonso Suárez‐Llorens   +2 more
wiley   +1 more source

Penentuan Harga Premium Asuransi Tanaman Sagu di Kabupaten Luwu Menggunakan Copula FGM

JURNAL ILMIAH SAINS, 2020
Fokus utama penelitian ini adalah menghitung harga premium asuransi menggunakan Copula FGM. Adapun tujuan utama dari penelitian ini yaitu menentukan harga premium asuransi yang ideal untuk tanaman Sagu di Kabupaten Luwu. Penelitian ini merupakan penelitian terapan (applied approach) dengan menggunakan data kuantitatif untuk luas lahan dan hasil ...
openaire   +3 more sources

A bivariate relative poverty line for leisure time and income poverty: Detecting intersectional differences using distributional copulas

Review of Income and Wealth, Volume 70, Issue 2, Page 395-419, June 2024.
Empirical research on poverty today often goes beyond a focus on income to consider other dimensions of well‐being. However, relatively few multidimensional poverty measures explicitly consider time‐use, despite its particular relevance to women's double burden of paid and unpaid work.
Franziska Dorn, Rosalba Radice, Giampiero Marra, Thomas Kneib   +3 more
wiley   +1 more source

On a dependent risk model perturbed by mixed-exponential jump-diffusion processes

AIMS Mathematics
In the present paper, we investigate a dependent risk model perturbed by a mixed-exponential jump-diffusion process, in which the claim inter-arrival times and claim sizes are dependent through Farlie-Gumbel-Morgenstern (FGM) copula.
Zhipeng Liu, Cailing Li, Zhenhua Bao
doaj   +1 more source

Property analysis and application in biomedicine of two kinds of copula related to FGM

Biotechnology and Genetic Engineering Reviews, 2023
FGM copula is widely used in correlation analysis because of its simple form and excellent properties, but its application in asymmetric correlation analysis is limited by its symmetrical function form. This paper mainly analyzes the properties of two kinds of asymmetric copulas related to FGM copula-generalized FGM copula and three-section copula.
openaire   +2 more sources