Modified Sarhan–Balakrishnan singular bivariate distribution

Multivariate Extension of Modified Sarhan-Balakrishnan Bivariate Distribution

Recently Kundu and Gupta (2010, Modified Sarhan-Balakrishnan Singular Bivariate Distribution, Journal of Statistical Planning and Inference, 140, 526 538) introduced the modified Sarhan-Balakrishnan bivariate distribution and established its several properties. In this paper we provide a multivariate extension of the modified Sarhan-Balakrishnan bivariate distribution. It is a distribution with...

The Bivariate Marginal Distribution

The Bivariate Normal Distribution

Let U and V be two independent normal random variables, and consider two new random variables X and Y of the form X = aU + bV, Y = cU + dV, where a, b, c, d, are some scalars. Each one of the random variables X and Y is normal, since it is a linear function of independent normal random variables.† Furthermore, because X and Y are linear functions of the same two independent normal random variab...

Bivariate generalized exponential distribution

Recently it is observed that the generalized exponential distribution can be used quite effectively to analyze lifetime data in one dimension. The main aim of this paper is to define a bivariate generalized exponential distribution so that the marginals have generalized exponential distributions. It is observed that the joint probability density function, the joint cumulative distribution funct...

Bivariate Semi-Logistic Distribution and Processes

Bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions are introduced. Some properties of these distributions are studied. First order autoregressive processes with bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions as marginals are introduced and studied.