A new trivariate model for stochastic episodes
نویسندگان
چکیده
Abstract We study the joint distribution of stochastic events described by ( X , Y N ), where has a 1-inflated (or deflated) geometric and are sum maximum exponential random variables. Models with similar structure have been used in several areas applications, including actuarial science, finance, weather climate, such naturally arise. provide basic properties this class multivariate distributions mixed type, discuss their applications. Our results include marginal conditional distributions, integral transforms, moments related parameters, representations, estimation testing. An example from finance illustrates modeling potential new model.
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ژورنال
عنوان ژورنال: Journal of Statistical Distributions and Applications
سال: 2021
ISSN: ['2195-5832']
DOI: https://doi.org/10.1186/s40488-021-00114-3