Birth weight and calving difficulty were analyzed with Bayesian methodology using univariate linear models, a bivariate linear model, a threshold model for calving difficulty, and a joint threshold-linear model using a probit approach. Field data included 26,006 records of Gelbvieh cattle. Simulated populations were generated using parameters estimated from the field data. The Gibbs sampler was...

In this paper we present two new alternative ways for the proof of Voronovskaja-type formula of the Bleimann, Butzer and Hahn bivariate operators, using the close connection between the recalled operators and Bernstein bivariate operators, respectively Stancu bivariate operators.

A nonparametric control chart based on a bivariate signed-rank test is developed for monitoring the changes in the location of a bivariate process. The average run length performance of the proposed nonparametric chart is investigated using a simulation study and is compared with a parametric control chart under bivariate normal and bivariate double exponential distributions. Further the perfor...

The Gompertz distribution has many applications, particularly in medical and actuarial studies. However, there has been little recent work on the Gompertz in comparison with its early investigation. The problem of analyzing and estimating parameters of bivariate Gompertz distribution with shared frailty is of interest and the focus of this paper. We propose maximum likelihood estimation procedu...

A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of (Farlie-GumbelMorgenstern) FGM bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that construction of bivariate distributions b...

In this paper, we derive rst some results on the Shannon entropyin order statistics and their concomitants arising from a sequence of f(Xi; Yi): i = 1; 2; :::g independent and identically distributed (iid) random variablesfrom the bivariate normal distribution and extend our results to a collectionC(X; Y ) = f(Xr1:n; Y[r1:n]); (Xr2:n; Y[r2:n]); :::; (Xrk:n; Y[rk:n])g of order sta-tistics and th...

Uniqueness of specification of a bivariate distribution by a Pareto conditional and a consistent regression function is investigated. New characterizations of the Mardia bivariate Pareto distribution and the bivariate Pareto conditionals distribution are obtained.

A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that construction of bivariate distributions ...

In Campbell (1982) and Campbell & FOldes (1982) some asymptotic properties of bivariate empirical hazard processes under random censoring are given. Taking the representation of the empirical hazard process for bivariate randomly censored samples in Campbell (1982) as a starting point and restricting attention to strong properties, we obtain a speed of strong convergence for the weighted bivari...