Bivariate Beta Exponential Distributions

On Bivariate Generalized Exponential-Power Series Class of Distributions

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains the bivariate generalized exponential-Poisson, bivariate generalized exponential-logarithmic, bivariate generalized exponential-binomial and bivariate generalized exponential-negative binomial distributions as specia...

Bivariate Beta Distributions and Beyond

A class of bivariate exponential distributions

AMS subject classifications: 62E15 60E05 Keywords: Bivariate exponential distributions Bivariate chi-square distributions Correlated quadratic forms a b s t r a c t We introduce a class of absolutely continuous bivariate exponential distributions, generated from quadratic forms of standard multivariate normal variates. This class is quite flexible and tractable, since it is regulated by two par...

On Some Properties of Bivariate Exponential Distributions

On Some Properties of Bivariate Exponential Distributions Qi-Ming He a , Hanqin Zhang b c & Juan C. Vera d a Department of Management Sciences, University of Waterloo, Waterloo, Ontario, Canada b Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, P.R. China c NUS Business School, Singapore d Department of Econometrics and Operatio...

Bivariate Exponential Distributions Using Linear Structures

We derive bivariate exponential distributions using independent auxiliary random variables. We develop separate models for positive and negative correlations between the exponentially distributed variates. To obtain a positive correlation, we define a linear relation between the variates X and Y of the form Y = aX +Z where a is a positive constant and Z is independent of X. To obtain exponentia...