Bivariate distributions with Pareto conditionals (Q1822166): Difference between revisions
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Revision as of 21:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate distributions with Pareto conditionals |
scientific article |
Statements
Bivariate distributions with Pareto conditionals (English)
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1987
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For a fixed \(\alpha >0\), the totality of bivariate densities with all conditionals being of the Pareto (\(\alpha)\) form is identified. The resulting family is of the form \[ f(x,y)\propto [1+\lambda_ 1x+\lambda_ 2y+\phi \lambda_ 1\lambda_ 2xy]^{-(\alpha +1)} \] for suitable choices of \(\lambda_ 1\), \(\lambda_ 2\) and \(\phi\).
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Pareto conditionals
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bivariate densities
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Pareto distribution
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conditional densities
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