Advances and Applications in Statistics
Volume 22, Issue 2, Pages 77 - 106
(June 2011)
|
|
ON A BIVARIATE WEIBULL DISTRIBUTION
Mahdi Teimouri and Arjun K. Gupta
|
Abstract: 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 �have been evaluated. Also, exact distribution of the ratio �for the case that X and Y are identical and dependent random variables, has been derived. Then the percentiles of the distribution �have been tabulated for some levels of parameters. |
Keywords and phrases: bivariate distribution, copula, positive quadrant dependent, Weibull distribution. |
|
Number of Downloads: 352 | Number of Views: 1297 |
|