• Title/Summary/Keyword: Bivariate distribution function

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A Class of Bivariate Linear Failure Rate Distributions and Their Mixtures

  • Sarhan, Ammar M.;El-Gohary, A.;El-Bassiouny, A.H.;Balakrishnan, N.
    • International Journal of Reliability and Applications
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    • v.10 no.2
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    • pp.63-79
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    • 2009
  • A new bivariate linear failure rate distribution is introduced through a shock model. It is proved that the marginal distributions of this new bivariate distribution are linear failure rate distributions. The joint moment generating function of the bivariate distribution is derived. Mixtures of bivariate linear failure rate distributions are also discussed. Application to a real data is given.

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

Moment of the ratio and approximate MLEs of parameters in a bivariate Pareto distribution

  • Kim, Jungdae
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1213-1222
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    • 2012
  • We shall derive the moment of the ratio Y/(X + Y) and the reliability P(X < Y ), and then observe the skewness of the ratio in a bivariate Pareto density function of (X, Y). And we shall consider an approximate MLE of parameters in the bivariate Pareto density function.

On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.483-496
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    • 2008
  • This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.

THE BIVARIATE F3-BETA DISTRIBUTION

  • Nadarajah Saralees
    • Communications of the Korean Mathematical Society
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    • v.21 no.2
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    • pp.363-374
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    • 2006
  • A new bivariate beta distribution based on the Appell function of the third kind is introduced. Various representations are derived for its product moments, marginal densities, marginal moments, conditional densities and conditional moments. The method of maximum likelihood is used to derive the associated estimation procedure as well as the Fisher information matrix.

Nonparametric Estimation of Bivariate Mean Residual Life Function under Univariate Censoring

  • Dong-Myung Jeong;Jae-Kee Song;Joong Kweon Sohn
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.133-144
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    • 1996
  • We, in this paper, propose a nonparametric estimator of bivariate mean residual life function based on Lin and Ying's (1993) bivariate survival function estimator of paired failure times under univariate censoring and prove the uniform consistency and the weak convergence result of this estimator. Through Monte Carlo simulation, the performances of the proposed estimator are tabulated and are illustrated with the skin grafts data.

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Reliability for Series System in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.219-226
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    • 2004
  • In this paper, we consider two-components system which the lifetimes have a bivariate Weibull distribution with bivariate random censored data. Here the bivariate censoring times are independent of the lifetimes of the components. We obtain estimators and approximated confidence intervals for the reliability of series system based on likelihood function and relative frequency, respectively. Also we present a numerical study.

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Determination of Degraded Fiber Properties of Laminated CFRP Flat Plates Using the Bivariate Gaussian Distribution Function (이변량 Gaussian 분포함수를 적용한 CFRP 적층 평판의 보강섬유 물성저하 규명)

  • Kim, Gyu-Dong;Lee, Sang-Youl
    • Composites Research
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    • v.29 no.5
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    • pp.299-305
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    • 2016
  • This paper presents a method to detect the fiber property variation of laminated CFRP plates using the bivariate Gaussian distribution function. Five unknown parameters are considered to determine the fiber damage distribution, which is a modified form of the bivariate Gaussian distribution function. To solve the inverse problem using the combined computational method, this study uses several natural frequencies and mode shapes in a structure as the measured data. The numerical examples show that the proposed technique is a feasible and practical method which can prove the location of a damaged region as well as inspect the distribution of deteriorated stiffness of CFRP plates for different fiber angles and layup sequences.

A new class of bivariate distributions with exponential and gamma conditionals

  • Gharib, M.;Mohammed, B.I.
    • International Journal of Reliability and Applications
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    • v.15 no.2
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    • pp.111-123
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    • 2014
  • A new class of bivariate distributions is derived by specifying its conditionals as the exponential and gamma distributions. Some properties and relations with other distributions of the new class are studied. In particular, the estimation of parameters is considered by the methods of maximum likelihood and pseudolikelihood of a special case of the new class. An application using a real bivariate data is given for illustrating the flexibility of the new class in this context, and, also, for comparing the estimation results obtained by the maximum likelihood and pseudolikelihood methods.

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Bivariate ROC Curve and Optimal Classification Function

  • Hong, C.S.;Jeong, J.A.
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.629-638
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    • 2012
  • We propose some methods to obtain optimal thresholds and classification functions by using various cutoff criterion based on the bivariate ROC curve that represents bivariate cumulative distribution functions. The false positive rate and false negative rate are calculated with these classification functions for bivariate normal distributions.