ON A BIVARIATE WEIBULL DISTRIBUTION

被引：0

作者：

Teimouri, Mahdi ^{[1
]}

Gupta, Arjun K. ^{[2
]}

机构：

[1] Gonbad Kavous Univ, Fac Sci, Dept Stat, Gonbad Kavous, Iran

[2] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2011年 / 22卷 / 02期

关键词：

bivariate distribution; copula; positive quadrant dependent; Weibull distribution;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is known that most bivariate distributions in reliability theory are Positive Quadrant Dependent (PQD). In this note, a bivariate Weibull distribution has been defined on the basis of the copula proposed by Lai and Xie [8] for PQD bivariate distribution. Product moment and P(X < Y) have been evaluated. Also, exact distribution of the ratio X Y, for the case that X and Y are identical and dependent random variables, has been derived. Then the percentiles of the distribution X Y have been tabulated for some levels of parameters.

引用

页码：77 / 106

页数：30

共 13 条

[1]

Balakrishnan N., 2009, CONTINUOUS BIVARIATE

[2] Bounds on the covariate-time transformation for competing-risks survival analysis [J].