Bivariate exponential distributions using linear structures

MaRDI QIDQ3580335zbMATH OpenFDO

Authors Srikanth K. Iyer, D. Manjunath, R. Manivasakan

Publication date 12 August 2010

zbMATH Keywords

bivariate exponential distributioncorrelationjoint distributionLaplace transform

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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(15)

• A class of bivariate exponential distributions
• A bivariate exponential distribution arising in random geometry
• Modeling bivariate lifetimes based on expected present values of residual lives
• A family of bivariate exponential distributions and their copulas
• Coupling Poisson processes by self-decomposability
• On a class of bivariate exponential distributions
• A new bivariate exponential distribution for modeling moderately negative dependence
• On some properties of bivariate exponential distributions
• Correlated Bivariate Sequences for Queueing and Reliability Applications
• On the construction of bivariate exponential distributions with an arbitrary correlation coefficient
• Statistical analysis of bivariate failure time data with Marshall-Olkin Weibull models
• Structural equation modeling of multivariate gamma density
• Pricing exchange options with correlated jump diffusion processes
• A bivariate exponential distribution admitting both positive and negative correlations
• Applicability of the Nagao-Kadoya bivariate exponential distribution for modeling two correlated exponentially distributed variates

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