In many fields, there are practical situations that require the construction of bivariate or multivariate distributions. In this paper, we propose a new bivariate geometric model, derived by linking two univariate geometric distributions through a specific copula function, allowing for positive and negative correlations. Some properties of this joint distribution are presented and discussed, with particular reference to reliability concepts and parameter estimation. Finally an application to real data is presented.
A bivariate geometric distribution with positive or negative correlation / A. Barbiero - In: Iinternational conference of computational methods in sciences and engineering : proceedings[s.l] : AIP Conference Proceedings, 2017. - ISBN 9780735415966. - pp. 110003-1-110003-4 (( Intervento presentato al 13. convegno International Conference of Computational Methods in Sciences and Engineering tenutosi a Thessaloniki nel 2017.
A bivariate geometric distribution with positive or negative correlation
A. Barbiero
2017
Abstract
In many fields, there are practical situations that require the construction of bivariate or multivariate distributions. In this paper, we propose a new bivariate geometric model, derived by linking two univariate geometric distributions through a specific copula function, allowing for positive and negative correlations. Some properties of this joint distribution are presented and discussed, with particular reference to reliability concepts and parameter estimation. Finally an application to real data is presented.
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