出版社:Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要:The Cambanis family of bivariate distributions was introduced as a generalization of the Farlie-Gumbel-Morgenstern system. The present work is an attempt to investigate the distributional characteristics and applications of the family. We derive various coecients of association, dependence concepts and time-dependent measures. Bivariate reliability functions such as hazard rates and mean residual life functions are analysed. The application of the family as a model for bivariate lifetime data is also demonstrated.
关键词:Bivariate Cambanis family;association measures;total positivity;bivariate hazard rates;bivariate mean residual life;series and parallel systems