Displaying similar documents to “Characterizations of power distributions via moments of order statistics and record values”

Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.

Saralees Nadarajah, Samuel Kotz (2005)

SORT

Similarity:

We derive the exact distributions of R = X + Y, P = X Y and W = X / (X + Y) and the corresponding moment properties when X and Y follow Muliere and Scarsini's bivariate Pareto distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables -obtained using intensive computer power- will be of use to the practitioners of the bivariate Pareto distribution.

Limit theorems for bivariate extremes of non-identically distributed random variables

H. M. Barakat (2002)

Applicationes Mathematicae

Similarity:

The limit behaviour of the extreme order statistics arising from n two-dimensional independent and non-identically distributed random vectors is investigated. Necessary and sufficient conditions for the weak convergence of the distribution function (d.f.) of the vector of extremes, as well as the form of the limit d.f.'s, are obtained. Moreover, conditions for the components of the vector of extremes to be asymptotically independent are studied.

Drought models based on Burr XII variables

Saralees Nadarajah, B. M. Golam Kibria (2006)

Applicationes Mathematicae

Similarity:

Burr distributions are some of the most versatile distributions in statistics. In this paper, a drought application is described by deriving the exact distributions of U = XY and W = X/(X+Y) when X and Y are independent Burr XII random variables. Drought data from the State of Nebraska are used.

On a general structure of the bivariate FGM type distributions

Sayed Mohsen Mirhosseini, Mohammad Amini, Ali Dolati (2015)

Applications of Mathematics

Similarity:

In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.

Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}

K. Müller, W.-D. Richter (2016)

Dependence Modeling

Similarity:

Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one for newly evaluating the distribution of interest. For two groups of...

Some inferences on the distribution of the Demmel condition number of complex Wishart matrices

M. Shakil, M. Ahsanullah (2017)

Special Matrices

Similarity:

In recent years, many researchers have studied the distributions of the Demmel (or the scaled) condition numbers (DCN) of complex Wishart matrices. In this paper, several new distributional properties of the distribution of the Demmel condition number of complex Wishart matrices are presented. The limiting distributions of the standardized extreme order statistics are given. Since the truncated distributions arise in practical statistics where the ability of record observations is limited...