A flexible family of multivariate Pareto distributions
โ Scribed by Barry C. Arnold
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 593 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Parametric families of continuous bivariate distributions with given margins that include independence and perfect positive dependence are compared on the basis on some important properties. Since many such families exist, the comparisons are helpful for deciding on suitable models for multivariate
The following model, of "latent structure'' type, is considered: in each subpopulation, X and Y are random variables drawn independently from the same exponential distribution, and the parameter of the exponential distribution varies between subpopulations with a Gamma density. Over the whole popula