Large Sample Tests for Independence and Symmetry in Bivariate Pareto Model

• 발행기관: 한국자료분석학회
• 저자명: Kyoung Ae Moon Jang Sik Cho Woo Dong Lee
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.5 No.1, 27~32쪽, 전체 6쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2003.03.30

영문 초록

In this paper, we consider two-components system which the lifetimes follow bivariate pareto model. We develop large sample tests for testing independence and symmetry between two-components. Also we present simulated study which is the test based on asymptotic normal distribution in both tests of independence as well as symmetry.

목차

1. Introduction

2. Preliminaries

3. Large Sample Tests of Independence and Symmetry

4. Numerical Example

References

키워드

Bivariate pareto model Independence Maximum likelihood estimator Symmetry