A Research for the Maximum and Minimum in Some Bivariate Exponential Distributions

• 발행기관: 한국자료분석학회
• 저자명: 이창수(Changsoo Lee) 박찬근(Chankeun Park) 김중대(Jungdae Kim)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.18 No.3, 1217~1227쪽, 전체 11쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2016.06.30

영문 초록

We shall obtain the conditional expectations in the underlying Marshall-Olkin bivariate exponential variables X and X and Gumbel s bivariate exponential variables X and Y, respectively. And we shall obtain means and variances of max{X,Y} and min{X,Y} in the underlying Marshall-Olkin bivariate exponential variables X and Y and Gumbel s bivariate exponential variables X and Y, respectively. Here. we shall consider the conditional expectations to know the dependence of one variable on the other variable. And we shall consider behaviors of means and variances of max{X,Y} and min{X,Y} with respect to changes in means, variances and correlation coefficient of the underlying Marshall-Olkin bivariate exponential variables (X,Y) and Gumbel s bivariate exponential variables (X,Y). We shall propose some estimators for parameters in the Marshall-Olkin bivariate exponential density and we apply estimates of parameters in the Marshall-Olkin bivariate exponential density to UEFA Champion s League data in Meintanis (2007).

목차

1. Introduction

2. Marshall-Olkin bivariate exponential density

3. Gumbel s bivariate exponential density

4. Estimates of parameters in the Marshall-Olkin bivariate exponential distribution

5. Concluding remarks

References

키워드

Gumbel s bivariate exponential density Marshal-Olkin bivariate exponential density monotone function maximum minimum