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Aspects of Dependence in Lomax Distribution
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 Title & Authors
Aspects of Dependence in Lomax Distribution
Asadian, N.; Amini, M.; Bozorgnia, A.;
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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 with Kendall's for bivariate lomax distribution.
Bivariate lomax distribution;positive quadrant dependence;dependent by total positivity of order two;decreasing failure rate;copula;tail dependence of coefficient;
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