Aspects of Dependence in Lomax Distribution

Title & Authors
Aspects of Dependence in Lomax Distribution
Asadian, N.; Amini, M.; Bozorgnia, A.;

Abstract
In this paper we study some positive dependence concepts, introduced by Caperaa and Genest (1990) and Shaked (1977b), for bivariate lomax distribution. In particular, we obtain some measures of association for this distribution and derive the tail-dependence coefficients by using copula function. We also compare Spearman's $\small{\rho_s}$ with Kendall's $\small{\tau}$ for bivariate lomax distribution.
Keywords
Bivariate lomax distribution;positive quadrant dependence;dependent by total positivity of order two;decreasing failure rate;copula;tail dependence of coefficient;
Language
English
Cited by
1.
Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions, Communications in Statistics - Simulation and Computation, 2011, 40, 8, 1192
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