Continuous Bivariate Distributions

Besorgungstitel - wird vorgemerkt | Lieferzeit: Besorgungstitel - Lieferbar innerhalb von 10 Werktagen I
ISBN-13:
9780387096131
Veröffentl:
2009
Erscheinungsdatum:
22.06.2009
Seiten:
688
Autor:
N. Balakrishnan
Gewicht:
1178 g
Format:
245x164x48 mm
Sprache:
Englisch
Beschreibung:

This volume, which is completely dedicated to continuous bivariate dist- butions, describes in detail their forms, properties, dependence structures, computation, and applications. It is a comprehensive and thorough revision ofanearliereditionof"ContinuousBivariateDistributions,Emphasizing- plications" by T.P. Hutchinson and C.D. Lai, published in 1990 by Rumsby Scienti?c Publishing, Adelaide, Australia. It has been nearly two decades since the publication of that book, and much has changed in this area of research during this period. Generali- tions have been considered for many known standard bivariate distributions. Skewed versions of di?erent bivariate distributions have been proposed and appliedtomodeldatawithskewnessdepartures.Byspecifyingthetwocon- tional distributions, rather than the simple speci?cation of one marginal and one conditional distribution, several general families of conditionally spe- ?ed bivariate distributions have been derived and studied at great length. Finally, bivariate distributions generated by a variety of copulas and their ?exibility (in terms of accommodating association/correlation) and str- tural properties have received considerable attention. All these developments andadvancesnecessitatedthepresentvolumeandhavethusresultedinas- stantially di?erent version than the last edition, both in terms of coverage and topics of discussion.
Includes supplementary material: sn.pub/extras
Univariate distributions. - Bivariate copulas. - Distributions expressed as copulas. - Concepts of stochastic dependence. - Measures of dependence. - Constructions of bivariate distributions.- Bivariate distributions constructed by conditional approach. - Variables in common method. - Bivariate gamma and related distributions. - Simple forms of the bivariate density function. - Bivariate exponentional and related distributions. - Bivariate normal distribution. - Bivariate extreme value distributions. - Elliptically symmetric bivariate distributions and other symmetric distributions. - Simulation of bivariate observations.

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