• 제목/요약/키워드: dependent by total positivity of order two

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Aspects of Dependence in Lomax Distribution

  • Asadian, N.;Amini, M.;Bozorgnia, A.
    • Communications for Statistical Applications and Methods
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    • 제15권2호
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    • pp.193-204
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    • 2008
  • In this paper we study some positive dependence concepts, introduced by Caperaa and Genest (1990) and Shaked (1977b), for bivariate lomax distribution. In particular, we obtain some measures of association for this distribution and derive the tail-dependence coefficients by using copula function. We also compare Spearman's $\rho_s$ with Kendall's $\tau$ for bivariate lomax distribution.