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Aspects of Dependence in Lomax Distribution

  • Asadian, N. (Department of Statistics, Faculty of Mathematics Sciences, Ferdowsi University of Mashhad) ;
  • Amini, M. (Department of Statistics, Faculty of Mathematics Sciences, Ferdowsi University of Mashhad) ;
  • Bozorgnia, A. (Department of Statistics, Faculty of Mathematics Sciences, Ferdowsi University of Mashhad)
  • Published : 2008.03.30

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 $\rho_s$ with Kendall's $\tau$ for bivariate lomax distribution.

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