Now showing items 1-4 of 4
| Abstract: | In this paper, a family of bivariate distributions whose marginals are weighted distributions in the original variables is studied. The relationship between the failure rates of the derived and original models are obtained. These relationships are used to provide some characterizations of specific bivariate models |
| Description: | Bulletin of the Calcutta Statistical Association,Vol 57 (227-228),pp 179-194 |
| URI: | http://dyuthi.cusat.ac.in/purl/4285 |
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| Bivariate distr ... d reliablity modelling.pdf | (58.24Kb) |
| Abstract: | In this paper the class of continuous bivariate distributions that has form-invariant weighted distribution with weight function w(x1, x2) ¼ xa1 1 xa2 2 is identified. It is shown that the class includes some well known bivariate models. Bayesian inference on the parameters of the class is considered and it is shown that there exist natural conjugate priors for the parameters |
| Description: | Statistics, 2003, Vol. 37(3), pp. 259–269 |
| URI: | http://dyuthi.cusat.ac.in/purl/4278 |
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| Form-invariant bivariate weighted.pdf | (165.5Kb) |
| Abstract: | Partial moments are extensively used in literature for modeling and analysis of lifetime data. In this paper, we study properties of partial moments using quantile functions. The quantile based measure determines the underlying distribution uniquely. We then characterize certain lifetime quantile function models. The proposed measure provides alternate definitions for ageing criteria. Finally, we explore the utility of the measure to compare the characteristics of two lifetime distributions |
| Description: | Journal of the Korean Statistical Society 42 (2013) 329–342 |
| URI: | http://dyuthi.cusat.ac.in/purl/4289 |
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| Quantile based ... cts of partial moments.pdf | (253.9Kb) |
| Abstract: | Partial moments are extensively used in actuarial science for the analysis of risks. Since the first order partial moments provide the expected loss in a stop-loss treaty with infinite cover as a function of priority, it is referred as the stop-loss transform. In the present work, we discuss distributional and geometric properties of the first and second order partial moments defined in terms of quantile function. Relationships of the scaled stop-loss transform curve with the Lorenz, Gini, Bonferroni and Leinkuhler curves are developed |
| Description: | Stat Methods Appl (2013) 22:167–182 DOI 10.1007/s10260-012-0213-4 |
| URI: | http://dyuthi.cusat.ac.in/purl/4290 |
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| Quantile based ... m and its applications.pdf | (183.4Kb) |
Now showing items 1-4 of 4
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