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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
Mentioned in ?
References in periodicals archive ?
(2])(1 - p) goes to zero and we get a limit Laplace transform: [mathematical expression not reproducible], which corresponds to the singular bivariate distribution (U, U).
Farlie, "The performance of some correlation coefficients for a general bivariate distribution," Biometrika, vol.
Let H be a conditional bivariate distribution function with continuous marginals F and G, and let I be some conditioning set.
[17] have used the Macdonald distribution to construct a new bivariate distribution which they call Macdonald-gamma distribution.
A bivariate copula is a bivariate distribution function with both univariate margins distributed as U (0,1).
(26) The market skewness parameter is estimated simultaneously with the individual stock's skewness parameter and the single degrees of freedom parameter for the bivariate distribution. Ideally we would prefer to estimate the entire multivariate (3518 dimensions) skew-t distribution simultaneously and thereby get one set of parameters for the market portfolio.
The Clayton copula can be used in this study to construct the bivariate distribution of drought severity and duration.
Therefore, to the best of the authors' knowledge an analysis of the general bivariate distribution Nakagami-lognormal with correlated both fading and shadowing and arbitrary fading parameters is novel in the literature.
Nevertheless, homogeneity was achieved in the bivariate distribution in the three data sets from each of the measuring methods (i.e.
Then [rho] [member of] I and [t.sub.p,v] define the bivariate distribution function corresponding to [t.sub.v]: