Title : ( Structure of generalized bivariate Lomax distribution based on dependence )
Authors: vahid ranjbar yanehsari , Mohammad Amini , Gholam Reza Mohtashami Borzadaran , Abolghasem Bozorgnia ,
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Abstract
In this paper, we study the dependence structure of the generalized bivariate Lomax family. We also obtain some association measures and the local dependence function due to Kotz and Nadarajah (2002). In addition, we derive entropy, mutual information and quadratic mutual information measures for this family and discussed about them. Furthermore, we compare local dependence function and Pearson\'s $\\rho$ via a numerical study
Keywords
, Copula function, dependence measures, generalized bivariate Lomax distribution, Entropy, Mutual information, Quadratic mutual information, Local dependence function, Heavy tailed distributions
@article{paperid:1029277,
author = {Ranjbar Yanehsari, Vahid and Amini, Mohammad and Mohtashami Borzadaran, Gholam Reza and Bozorgnia, Abolghasem},
title = {Structure of generalized bivariate Lomax distribution based on dependence},
journal = {International Journal of Applied Mathematics and Computation},
year = {2012},
volume = {4},
number = {3},
month = {April},
issn = {0974-4665},
pages = {247--268},
numpages = {21},
keywords = {Copula function; dependence measures;generalized bivariate Lomax distribution; Entropy; Mutual information; Quadratic mutual information; Local dependence function; Heavy tailed distributions},
}
%0 Journal Article
%T Structure of generalized bivariate Lomax distribution based on dependence
%A Ranjbar Yanehsari, Vahid
%A Amini, Mohammad
%A Mohtashami Borzadaran, Gholam Reza
%A Bozorgnia, Abolghasem
%J International Journal of Applied Mathematics and Computation
%@ 0974-4665
%D 2012
