Lindley-Singpurwalla (1986)’s bivariate Pareto distribution is one of the most popular bivariate Pareto distribution. Sankaran and Nair (1993) proposed a new bivariate Pareto distribution which also has Pareto marginals and it contains LindleySingpurwalla’s bivariate Pareto model as a special case. It has several other interesting properties also. In this paper we re-visit Sankaran and Nair’s b...

Recently, commentators have suggested that the distributional form of cost data should be explicitly modelled to gain efficiency in estimating the population mean. We perform a series of simulation experiments to evaluate the usual sample mean and the mean estimator of a lognormal distribution, in the context of both theoretical distributions and three large empirical datasets. The sample mean ...

An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of acquisition functions by Gaussian processes for the next training phase, which should be located near a local maximum or a global maximum of the probability distribut...

This paper describes an approach to modeling the sums of a continuous random variable over a number of measurement occasions when the number of occasions also is a random variable. A typical example is summing the amounts of time spent attending to pieces of information in an information search task leading to a decision to obtain the total time taken to decide. Although there is a large litera...

A bivariate gamma-type density function involving a confluent hypergeometric function of two variables is being introduced. The inverse Mellin transform technique is employed in conjunction with the transformation of variable technique to obtain its moment generating function, which is expressed in terms of generalized hypergeometric functions. Its cumulative distribution function is given in c...

The bivariate Poisson model is the most widely used for counts, and in recent years, several regression models have been developed order to analyse two response variables that are possibly correlated. In this paper, a particular class of model, from Bernoulli will be presented investigated. proposed use dependence parameters can positively negatively correlated data, whereas more well-known mod...

Elsewhere, I have promoted the notion of (univariate continuous) “transformation of scale” (ToS) distributions which have densities of the form 2g(W(x)) where g is a symmetric distribution and W is a transformation function with a special property. Here, I develop particular bivariate (readily multivariate) ToS distributions. Univariate ToS distributions have a transformation of random variable...