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...

Distributions with normal conditionals have biquadratic regression functions. Consequently, in contrast to classical bivariate normal distributions, their densities can be multimodal. Criteria for determining the number of modes are discussed and illustrations of representative multimodal...

. Este trabajo se centra en el estudio de la distribución personal de la renta en España desde una doble perspectiva. En primer lugar, se aborda la evolución de la distribución personal de la renta en España en la última década utilizando los datos del Panel de Hogares de la Unión...

This paper is divided in two parts. The first one is dedicated to analyse the inequality of the income distribution in Spain during the convergence process to the European Monetary Union. To carry out this task, we propose two robust models based on the quantile functions. Specifically, we use...

En este trabajo se analiza la desigualdad en la distribución mundial de emisiones de CO2 por sectores, para las regiones del PNUD en el año 2009, mediante el índice de Theil-Bourguignon, que permite descomponer la desigual¬dad total en la distribución por grupos de población. Cabe destacar...

<b>RESUMEN</b><br> <br> El objetivo de este trabajo es el estudio de la desigualdad en la distribución personal de la<br> renta en España y por CC.AA. utilizando diversas especificaciones probabilísticas de carácter paramétrico. Se proponen dos modelos robustos para modelizar datos de renta usando la función...

A new discrete distribution depending on two parameters, [alpha]1,[alpha][not equal to]0 and 0[theta]1, is introduced in this paper. The new distribution is unimodal with a zero vertex and overdispersion (mean larger than the variance) and underdispersion (mean lower than the variance) are...

Closed-form expressions for basic risk measures, such as value-at-risk and tail value-at-risk, are given for a family of statistical distributions that are specially suitable for right-skewed positive random variables. This is useful for risk aggregation in many insurance and financial...

This paper focuses on modelling the severity distribution. We directly model the small, moderate and large losses with the Pareto Positive Stable (PPS) distribution and thus it is not necessary to fix a threshold for the tail behaviour. Estimation with the method of moments is straightforward....

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator...