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1.
Truncated versions of the bivariate generalized Pareto, bivariate inverted dirichlet and the bivariate Pearson type VII distributions
are introduced. Unlike the un-truncated versions, these possess finite moments of all orders and could therefore be better
models for certain practical situations. Explicit expressions for the moments are derived for each of the truncated distribution. 相似文献
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若(X,Y)服从二元Marshall-Olkin型指数分布,则X,Y相互独立与不相关是等价的. 相似文献
3.
二元Weinman型指数分布的特征及其应用 总被引:4,自引:0,他引:4
导出了Weinman型二元指数分布的一个特征,由此获得了参数θj(j=0,1)的最大似然估计及矩估计,给出了二元Weinman型指数分布的二种模拟,还得到了强度为二元Weinman分布时并联结构系统可靠度的估计. 相似文献
4.
Jacek Wesolowski 《Annals of the Institute of Statistical Mathematics》1995,47(1):177-183
Uniqueness of specification of a bivariate distribution by a Pareto conditional and a consistent regression function is investigated. New characterizations of the Mardia bivariate Pareto distribution and the bivariate Pareto conditionals distribution are obtained. 相似文献
5.
??Kundu and Gupta proposed to use the importance sampling
method to compute the Bayesian estimation of the unknown parameters of the Marshall-Olkin
bivariate Weibull distribution. However, we find that the performance of the importance
sampling method becomes worse as the sample size gets larger. In this paper, we introduce
latent variables to simplify the likelihood function, and use MCMC algorithm to estimate
the unknown parameters. Numerical simulations are carried out to assess the performance
of the proposed method by comparing with the maximum likelihood estimation, and we find
that the Bayesian estimates perform better even for the case of small sample size. A real
data is also analyzed for illustrative purpose. 相似文献
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若(X,Y)服从二元Block-Basu型指数分布,则X,Y相互独立与不相关是等价的.还给出了X,Y的相关系数和尾部相关系数. 相似文献
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George Iliopoulos 《Annals of the Institute of Statistical Mathematics》2001,53(3):436-446
In this paper the problem of estimating the ratio of variances, , in a bivariate normal distribution with unknown mean is considered from a decision-theoretic point of view. First, the UMVU estimator of is derived, and then it is shown to be inadmissible under two specific loss functions, namely, the squared error loss and the entropy loss. The derivation of the results is done by conditioning on an auxiliary negative binomial random variable. 相似文献
11.
Nagaraja H. N. Choudhary Pankaj K. Matalas N. 《Methodology and Computing in Applied Probability》2002,4(4):377-391
For a sequence of observations from a bivariate absolutely continuous distribution, two types of records are considered depending on whether a univariate record is established in both or in at least one of the components. The distributional properties of the associated univariate and bivariate record indicators are examined. Correlation between the number of component records and the first two moments of the number of bivariate records in a finite random sample are obtained. These are evaluated for the Farlie-Gumbel-Morgenstern and bivariate normal distributions. Large sample properties of these moments are explored. Our results are used to predict the number of record annual floods at two sites along the Missouri river during the next 50 years. 相似文献
12.
Several threshold methods have been proposed for the purpose of estimating a bivariate extreme value distribution from a sample of data whose distribution is only in its domain of attraction. An integrated view of these methods is presented which leads to the introduction of a new asymptotically consistent estimator of the dependence function characterizing the extreme dependence structure. Through Monte Carlo simulations, the new estimator is also shown to do as well as its competitors and to outperform them in cases of weak dependence. To the authors' knowledge, this is the first time that the small-sample behavior of nonparametric bivariate threshold methods has ever been investigated. 相似文献
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In this paper, some of the familiar transformations of r are examined for their robustness to nonnormality. General results are given for any parent population f(x, y) and any general transformation g(r) of r. Two types of parent populations are considered for exemplification: The bivariate Edgeworth series distribution and the truncated bivariate normal distribution. The effects of nonnormality are assessed through the parameters μ′1, μ2, γ1, γ2. Tables are provided comparing these quantities against their bivariate normal counterparts. 相似文献
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Joanna Tarasińska 《Applications of Mathematics》2003,48(1):67-72
Two estimates of the regression coefficient in bivariate normal distribution are considered: the usual one based on a sample and a new one making use of additional observations of one of the variables. They are compared with respect to variance. The same is done for two regression lines. The conclusion is that the additional observations are worth using only when the sample is very small. 相似文献
17.
This paper analysis the local behavior of the bivariate quadratic function approximation to a bivariate function which has a given power series expansion about the origin. It is shown that the bivariate quadratic Hermite-Pade form always defines a bivariate quadratic function and that this function is analytic in a neighborhood of the origin. 相似文献
18.
介绍一种二元阈值方法在股票指数上的应用 总被引:4,自引:0,他引:4
二元极值的阈值方法的一个发展是用来考虑两个变量的联合分布。这个方法是建立在二元极值的点过程表示法的基础上。本文用参数 (Logistic模型 )和非参数模型对 1992 1999年的上海、深圳日收盘指数对数收益进行分析并给出分析结果。 相似文献
19.
李国安 《数学的实践与认识》2007,37(10):178-184
导出了二元Block~Basu型指数分布的一个特征,利用该特征,获得了二元Block~Basu型指数分布参数的最大似然估计及矩估计,给出了强度服从二元Block~Basu型分布时并联结构系统可靠度的估计,并给出了二元Block~Basu型指数分布的一个随机模拟. 相似文献