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The concept of the mean remaining life function is extended to the multivariate case. Some general characterization properties of multivariate mean remaning life functions (mmrl) are studied, it is shown that they determine the joint pdf uniquely. Inter alia a basic convergence result is proved...
Persistent link: https://www.econbiz.de/10005199700
It is well known that full knowledge of all conditional distributions will typically serve to completely characterize a bivariate distribution. Partial knowledge will often suffice. For example, knowledge of the conditional distribution of X given Y and the conditional mean of Y given X is often...
Persistent link: https://www.econbiz.de/10005006520
Let X1, X2,..., Xn be identically distributed possibly dependent random variables with finite pth absolute moment assumed without loss of generality to be equal to 1. Denote the order statistics by X1:n, X2:n,..., Xn:n. Bounds are derived for E(Xn:n) when it is assumed that the Xi's are (i)...
Persistent link: https://www.econbiz.de/10005160452
Let denote a set of n independent identically distributed k-dimensional absolutely continuous random variables. A general class of complete orderings of such random vectors is supplied by viewing them as concomitants of an auxiliary random variable. The resulting definitions of multivariate...
Persistent link: https://www.econbiz.de/10005160603
The problem of determining the values of the independent variable given a value of the dependent variable is commonly referred to as the inverse regression problem. This problem is also encountered in real life with circular data and we refer to it in that context as the inverse circular...
Persistent link: https://www.econbiz.de/10010678845
Bivariate beta distributions which can be used to model data sets exhibiting positive or negative correlation are introduced. Properties of these bivariate beta distributions and their applications in Bayesian analysis are discussed. Three methods for parameter estimation are presented. The...
Persistent link: https://www.econbiz.de/10009142908
What is the distribution of the product of given powers of independent uniform (0, 1) random variables? Is this distribution useful? Is this distribution commonly used in some contexts? Is this distribution somehow related to the distribution of the product of other random variables? Are there...
Persistent link: https://www.econbiz.de/10011041968