Displaying similar documents to “Limit theorems for bivariate extremes of non-identically distributed random variables”

Drought models based on Burr XII variables

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

Applicationes Mathematicae

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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

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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

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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...