Title : ( Aspects of dependence in Lomax distribution )
Authors: nader asadianfeili , Mohammad Amini , Abolghasem Bozorgnia ,
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Abstract
In this paper we study some positive dependence concepts, introduced by Cape$ acute{é}$raa$ grave{à}$ and Genest (1990) and Shaked (1977b), for bivariate lomax distribution. In particular, we obtain some measures of association for this distribution and derive the tail-dependence coefficients by using copula function. We also compare Spearman s $ rho_s$ with Kendall \\\'s $ tau$ for bivariate Lomax distribution.
Keywords
, bivariate lomax distribution, positive quadrant dependence, dependent by total positivity of order two, decreasing failure rate, copula, tail dependence of coefficient.
@article{paperid:1006823,
author = {Asadianfeili, Nader and Amini, Mohammad and Bozorgnia, Abolghasem},
title = {Aspects of dependence in Lomax distribution},
journal = {Communications of the Korean statistical society},
year = {2008},
volume = {35},
number = {3},
month = {January},
issn = {1225-9500},
pages = {1--12},
numpages = {11},
keywords = {bivariate lomax distribution; positive quadrant dependence; dependent by total positivity of order two; decreasing failure rate; copula; tail dependence of coefficient.},
}
%0 Journal Article
%T Aspects of dependence in Lomax distribution
%A Asadianfeili, Nader
%A Amini, Mohammad
%A Bozorgnia, Abolghasem
%J Communications of the Korean statistical society
%@ 1225-9500
%D 2008
