4Th Workshop on Copula theory and its Applications , 2017-02-08

Title : ( Test of independence for Bairamov and Bayramoglu’s bivariate distributions )

Authors: Mansoor zargar , Hadi Jabbari Nooghabi ,

Citation: BibTeX | EndNote

Abstract

Bairamov and Bayramoglu (2013) introduced a class of new bivariate distributions based on Bakers system (2008) of bivariate distributions. This class of bivariate distri- butions is constructed based on bivariate order statistics from a bivariate distribution. In this paper, we propose a test of independence for testing the hypothesis that two variables X and Y are independent versus the alternative that X and Y are positively quadrant dependent. Also, the powers of the proposed test computed asymptotically and empirically via a simulation study.

Keywords

, Bairamov and Bayramoglu’s bivariate distributions, Order statistics, Quadrant dependence, Test of independence
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@inproceedings{paperid:1098077,
author = {Zargar, Mansoor and Jabbari Nooghabi, Hadi},
title = {Test of independence for Bairamov and Bayramoglu’s bivariate distributions},
booktitle = {4Th Workshop on Copula theory and its Applications},
year = {2017},
location = {یزد, IRAN},
keywords = {Bairamov and Bayramoglu’s bivariate distributions; Order statistics; Quadrant dependence; Test of independence},
}

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%0 Conference Proceedings
%T Test of independence for Bairamov and Bayramoglu’s bivariate distributions
%A Zargar, Mansoor
%A Jabbari Nooghabi, Hadi
%J 4Th Workshop on Copula theory and its Applications
%D 2017

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