Statistical inference for a bivariate exponential distribution based on grouped data期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Statistical inference for a bivariate exponential distribution based on grouped data

Authors:	Ye Cinan

Affiliation:	(1) Department of Applied Mathematics, Nanjing University of Science & Technology, 210014 Nanjing

Abstract:	Consider the bivariate exponential distribution due to Marshall and Olkin [2], whose survival function is $bar F(x,y) = exp [ - lambda _1 x - lambda _{2y} - lambda _{12} max (x,y)](x geqslant 0,y geqslant 0)$ with unknown parameters λ₁ > 0, λ₂ > 0 and λ₁₂ ≥ 0. Based on grouped data, a new estimator for λ₁, λ₂ and λ₁₂ is derived and its asymptotic properties are discussed. Besides, some test procedures of equal marginals and independence are given. A simulation result is given, too. Supported by the Jiangsu Provincial Natural Science Foundation.

Keywords:	Bivariate exponential distribution parameter estimation grouped data asymptoticproperty.
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