Bivariate Pareto distributions
Characterizations of a family of bivariate Pareto distributions
... literature, Pareto distributions have been extensively employed for modeling and analysis of statistical data under different ...the Pareto distribution have been formulated for modeling and analysis ...
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A family of bivariate Pareto distributions
... of distributions which is quite flexible in the desired ...The distributions discussed earlier are individual in nature and suits only for a particular set of data that meets the specified ...of ...
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EXTREMES OF A BIVARIATE PARETO DISTRIBUTION
... Bivariate Pareto distributions are popular mod- els in many applied areas. They are very versatile and a variety of uncertainties can be usefully modeled by them. We mention: modeling of radiation ...
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Peaks over thresholds modelling with multivariate generalized Pareto distributions
... generalized Pareto (GP) distributions constitutes the multivariate analogue of univariate peaks over thresholds modelling, which is widely used in finance and ...GP distributions and use them to ...
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Model based clustering using copulas with applications
... Binomial distributions defined using i) one-parameter Frank copulas, ii) two-parameter Frank copulas (see, Zimmer and Trivedi, 2006), iii) trivariate Gaussian copulas as in (11) with unstructured correlation (one ...
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On the joint distribution of order statistics from independent non-identical bivariate distributions
... especially Bivariate order statistics have attracted the interest of several researchers, for example, see ...of bivariate order statistics can be easily obtained from the bivariate binomial ...
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PRank: Fast Analytical Rank Estimation via Pareto Distributions
... probability distributions over d subkeys (usually key ...a Pareto-like function: since these are analytical func- tions, we can then estimate the rank by a closed ...
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Recent developments on the construction of bivariate distributions with fixed marginals
... The advantage of the FGM distribution is its simplicity. Its drawback is the lack of flex- ibility. As was pointed out by Schucany et al. (1978), for absolutely continuous marginals the correlation in FGM is restricted ...
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Manuscript Title & Authors
... In this section, a new bivariate proposed BWCH model based on Gaussian copula is presented. The correlation measures Kendall's tau and Spearman's rho of two variables with BWCH distribution are obtained and used ...
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An Extended Pareto Distribution
... and h x d k i ( ; , ( 1)) denotes the Pareto density with parameters d and k i ( 1) . Thus, the GBEP density function can be expressed as an infinite linear combination of Pareto densities. Thus, some ...
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New Characterizations of the Pareto Distribution
... Let be a nonnegative continuous random variable with distribution function ( ), survival (reliability) function ( ), density function ( ) and Failure (hazard) rate function ( ). Let ( ) ( ) ( ) denote the order ...
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Shannon entropy in generalized order statistics from Pareto-type distributions
... In section (2) of this paper we obtain the Shannon entropy of generalized order statistics from a Pareto(IV ) distribution. The Shannon entropy of generalized order statistics for other types of Pareto ...
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A class of continuous bivariate distributions with linear sum of hazard gradient components
... constructing bivariate distributions possessing property ...of bivariate distributions L(x; a) may have arbitrary combina- tion of marginal failure rates: increasing, decreasing, constant, ...
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Type II Bivariate Generalized Power Series Poisson Distribution and its Applications in Risk Analysis
... the bivariate aggregate claims random ...compute bivariate aggregate claims distribution. Here we derive bivariate aggregate claims distribution from type II bivariate generalized power series ...
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Bivariate beta-generated distributions with applications to well-being data
... BG distributions and a brief review about two multivariate extensions of the BG ...of bivariate BG distributions and their main properties as well as to introduce three specific bivariate ...
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An Application of theMelitz Model to Chinese Firms
... We estimate the Melitz-Pareto model based on the statistical database of Chinese industrial enterprises above the designated size in 40 manufacturing industries between 1998 and 2007, including heterogeneity ...
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On the maximum and minimum of multivariate Pareto random variables
... multivariate Pareto distributions and because of the prominence of ...the bivariate case or distributions which are not most significant in modeling extreme ...
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A note on finding peakedness in bivariate normal distribution using Mathematica
... symmetric distributions. Skewed distributions are always leptokurtic (Hopkins and Weeks, ...for Pareto model and Haq et al. (1991) for unimodal and skewed distributions including ...
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ON GENERALIZED SARMANOV BIVARIATE DISTRIBUTIONS
... of bivariate distributions which are generalizations of Sarmanov and Sarmanov-Lee ...These distributions have a simple analytical form like the FGM models and, as in the “normal” case, the ...
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The Cambanis family of bivariate distributions: Properties and applications
... the bivariate reliability function derived of this model is that it can be expressed in terms of the univariate reliability functions of the marginals of (2) and those of the baseline distributions F 1 and ...
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