In this article a characterisation of the Gumbel's Bivariate Exponential Distribution is established on the basis of the propertiea of the conditional expectation of the component variables. The characterieing property is propoeed as the definition of lack of memory in the biveriate case.
The Correlated Bivariate Inverted Beta Distribution
β Scribed by Prof. P. A. Lee
- Publisher
- John Wiley and Sons
- Year
- 1981
- Tongue
- English
- Weight
- 425 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
β¦ Synopsis
Abstract
The correlated bivariate inverted beta distribution is constructed from the bivariate mixture of two independent gamma random variables whose scale parameters follow Kibble's correlated gamma distribution. Explicit expressions have been derived for the form of the joint probability density function, the joint cumulative distributive function and other statistical properties of interest. These results confirm and extend some of the conjectures of HUTCHINSON in connection with generalizations of probabilistic models of severity distribution arising from injuries sustained in twoβvehicle head on collison.
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