THE BIVARIATE F3-BETA DISTRIBUTION

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...

The Beta Exponentiated Gumbel Distribution

We introduce a new five-parameter distribution called the beta exponentiated Gumbel (BEG) distribution that includes the beta Gumbel, exponentiated Gumbel and Gumbel distribution. Expressions for the distribution function, density function and rth moment of the new distribution and order statistics are obtained. We discuss estimation of the parameters by maximum liklelihood ...

On the bivariate Skellam distribution

Abstract In this paper, we introduce a new distribution on Z, which can be viewed as a natural bivariate extension of the Skellam distribution. The main feature of this distribution a possible dependence of the univariate components, both following univariate Skellam distributions. We explore various properties of the distribution and investigate the estimation of the unknown parameters via the...

Asymptotic Efficiencies of the MLE Based on Bivariate Record Values from Bivariate Normal Distribution

Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...