A bivariate life distribution and notions of negative dependence

A new bivariate exponential distribution for modeling moderately negative dependence

This paper introduces a new bivariate exponential distribution, called the Bivariate Affine-Linear Exponential distribution, to model moderately negative dependent data. The construction and characteristics of the proposed bivariate distribution are presented along with estimation procedures for the model parameters based on maximum likelihood and objective Bayesian analysis. We derive Jeffreys...

a new algorithm and software of individual life insurance and annuity computation

چکیده ندارد.

Almost Sure Convergence of Kernel Bivariate Distribution Function Estimator under Negative Association

Let {Xn ,n=>1} be a strictly stationary sequence of negatively associated random variables, with common distribution function F. In this paper, we consider the estimation of the two-dimensional distribution function of (X1, Xk+1) for fixed $K /in N$ based on kernel type estimators. We introduce asymptotic normality and properties and moments. From these we derive the optimal bandwidth...

Positive Dependence Notions and Applications

Some bivariate notions of IFR and DMRL and related properties

Recently Bassan and Spizzichino (1999) have given some new concepts of multivariate aging for exchangeable random variables, such as a special type of bivariate IFR, by comparing distributions of residual lifetimes of dependent components of different ages. In the same vein, we further study some properties of concepts of IFR in the bivariate case. Then we introduce concepts of bivariate DMRL a...