Title : ( Structure Of Generalized Bivariate Lomax Distribution Based On Dependence And Information Measures )
Authors: vahid ranjbar yanehsari , Mohammad Amini , Abolghasem Bozorgnia , Gholam Reza Mohtashami Borzadaran ,
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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 (2003). In addition, we derive entropy, mutual information and quadratic mutual information measures for this family and discuss 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
@inproceedings{paperid:1018890,
author = {Ranjbar Yanehsari, Vahid and Amini, Mohammad and Bozorgnia, Abolghasem and Mohtashami Borzadaran, Gholam Reza},
title = {Structure Of Generalized Bivariate Lomax Distribution Based On Dependence And Information Measures},
booktitle = {10th Iranian Statistical Conference},
year = {2010},
location = {تبریز, IRAN},
keywords = {Copula function; Dependence measures; Generalized bivariate Lomax distribution; Entropy; Mutual information; Quadratic mutual information; Local dependence function; Heavy tailed distributions},
}
%0 Conference Proceedings
%T Structure Of Generalized Bivariate Lomax Distribution Based On Dependence And Information Measures
%A Ranjbar Yanehsari, Vahid
%A Amini, Mohammad
%A Bozorgnia, Abolghasem
%A Mohtashami Borzadaran, Gholam Reza
%J 10th Iranian Statistical Conference
%D 2010
