Construction of Continuous Bivariate Distribution by Transmuting Dependent Distribution

A New Method for Generating Continuous Bivariate Distribution Families

Recently, it has been observed that a new method for generating continuous distributions, T - X family, can be quite effectively used to analyze the data in one dimension. The aim of this study is to generalize this method to two dimensional space so that the marginals would have T - X distributions. So, several examples and properties of this family have been presented. As ...

modeling loss data by phase-type distribution

بیمه گران همیشه بابت خسارات بیمه نامه های تحت پوشش خود نگران بوده و روش هایی را جستجو می کنند که بتوانند داده های خسارات گذشته را با هدف اتخاذ یک تصمیم بهینه مدل بندی نمایند. در این پژوهش توزیع های فیزتایپ در مدل بندی داده های خسارات معرفی شده که شامل استنباط آماری مربوطه و استفاده از الگوریتم em در برآورد پارامترهای توزیع است. در پایان امکان استفاده از این توزیع در مدل بندی داده های گروه بندی ...

On a new absolutely continuous bivariate generalized exponential distribution

In this paper we studied a three-parameter absolutely continuous bivariate distribution whose marginals are generalized exponential distributions. The proposed three-parameter bivariate distribution can be used quite effectively as an alternative to the Block and Basu bivariate exponential distribution. The joint probability density function, the joint cumulative distribution function and its a...

The Bivariate Marginal Distribution

The Bivariate Normal Distribution

Let U and V be two independent normal random variables, and consider two new random variables X and Y of the form X = aU + bV, Y = cU + dV, where a, b, c, d, are some scalars. Each one of the random variables X and Y is normal, since it is a linear function of independent normal random variables.† Furthermore, because X and Y are linear functions of the same two independent normal random variab...