Continuous Bivariate Distributions Second Edition /

• Main Authors: Lai, Chin Diew (Author), Balakrishnan, N. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2009.
• Subjects: Statistics.; Statistical Theory and Methods.

Random variables are rarely independent in practice and so many multivariate distributions have been proposed in the literature to give a dependence structure for two or more variables. In this book, we restrict ourselves to the bivariate distributions for two reasons: (i) correlation structure and...

Table of Contents:

• Univariate Distributions
• Bivariate Copulas
• Distributions Expressed as Copulas
• Concepts of Stochastic Dependence
• Measures of Dependence
• Construction of Bivariate Distributions
• Bivariate Distributions Constructed by the Conditional Approach
• Variables-in-Common Method
• Bivariate Gamma and Related Distributions
• Simple Forms of the Bivariate Density Function
• Bivariate Exponential and Related Distributions
• Bivariate Normal Distribution
• Bivariate Extreme-Value Distributions
• Elliptically Symmetric Bivariate Distributions and Other Symmetric Distributions
• Simulation of Bivariate Observations.