Structure of generalized bivariate Lomax distribution based on dependence

International Journal of Applied Mathematics and Computation

V. Ranjbar¹  A. Bozorgnia² 

[1] M. Amini$$;G.R. Mohtashami Borzadaran$$

关键词: Copula function;    Dependence measures;    Generalized bivariate Lomax distribution;    Entropy;    Mutual information;    Quadratic mutual information;    Local dependence function;    Heavy tailed distributions.;   

DOI  :  10.0000/ijamc.2012.4.3.353

来源: PSIT Kanpur

【 摘 要 】

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 [25]. 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 via a numerical study.

【 授权许可】

Unknown