We present the analysis of experimental data that supports the recently presented hypothesis that the relationship between local areal density and local thickness in planar stochastic fiber networks may be described by the bivariate normal distribution. Measurements of the local averages of areal density and thickness have been made on experimental fiber networks with differing degrees of struc...

Uniqueness of specification of a bivariate distribution by a Pareto conditional and a consistent regression function is investigated. New characterizations of the Mardia bivariate Pareto distribution and the bivariate Pareto conditionals distribution are obtained.

Bivariate clustered (correlated) data often encountered in epidemiological and clinical research are routinely analyzed under a linear mixed model (LMM) framework with underlying normality assumptions of the random effects and within-subject errors. However, such normality assumptions might be questionable if the data set particularly exhibits skewness and heavy tails. Using a Bayesian paradigm...

In mathematical finance and other applications of statistics, the computation of expectations is often taken over a multi-dimensional probability distribution where there is no clear multivariate distribution. Copula theory has become increasingly popular as a means of gluing marginals together to circumvent this difficulty. There is then the issue of reconciling the distributions implied by va...

Nowadays every business is using different quantitative measures and techniques to assess peiformance of their products! services. It is well known that different manufacturing processes very often manufacture products with quality characteristics that do not follow normal distribution. In such cases, fitting a known non-normal distribution to these quality characteristics would lead to erroneo...