bivariate distribution

bivariate distribution

[bī¦ver·ē·ət ‚dis·trə′byü·shən]
(statistics)
The joint distribution of a pair of variates for continuous or discontinuous data.
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17] have used the Macdonald distribution to construct a new bivariate distribution which they call Macdonald-gamma distribution.
Multivariate Macdonald distribution and its properties
It could be concluded that CMLC method is reasonable and performs best in bivariate distribution.
Deriving Design Flood Hydrograph Based on Conditional Distribution: A Case Study of Danjiangkou Reservoir in Hanjiang Basin
A bivariate copula is a bivariate distribution function with both univariate margins distributed as U (0,1).
Analyzing comovements in housing prices using vine copulas
The degrees of freedom parameter, v, is the most important determinant of the asymptotic tail dependence for this bivariate distribution.
Testing for systemic risk using stock returns
Nevertheless, homogeneity was achieved in the bivariate distribution in the three data sets from each of the measuring methods (i.
Comparison of three quick methods to estimate crab size in the land crabs Cardisoma guanhumi Latreille, 1825 and Ucides cordatus (Crustacea: Brachyura: Gecarcinidae and Ucididae)
p,v] define the bivariate distribution function corresponding to [t.
Analysis of co-movements between the capital markets in Brazil and the United States/Analise dos co-movimentos entre os mercados de capitais do Brasil e dos EUA
2] are univariate distributions then we can find a bivariate distribution function H such that [F.
Modeling stock market indexes with copula functions
Caillault and Guegan consider a non parametric approach using the copula method, calculating the bivariate distribution function of the portfolio in a dynamic way, and introducing a greater flexibility for the policy management of the bank supervisors.
The role of dynamical systems theory in economics
4] and TSH, and therefore the reference limits derived from the bivariate distribution for each parameter are mutually dependent.
Composite reference interval for thyroid-stimulating hormone and free thyroxine, comparison with common cutoff values, and reconsideration of subclinical thyroid disease
The bivariate distribution function of two independent extreme action effects may be presented as their conventional joint distribution function with the mean [E.
On the safety prediction of deteriorating structures/Silpnejanciu konstrukciju saugos prognozavimas
Given a set of N independent and identically distributed (iid) bivariate observations from a bivariate distribution with copula [C.
Local estimation of copula based Value-at-Risk
From the full intermetallic population, the bivariate distribution of [k.
Three dimensional complex shapes analysis from 3d local curvature measurements. Application to intermetallic particles in aluminium alloy 5xxx

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