000 04071nam a22003855i 4500
001 978-0-387-09614-8
003 DE-He213
005 20250710083924.0
007 cr nn 008mamaa
008 100301s2009 xxu| s |||| 0|eng d
020 _a9780387096148
_a99780387096148
024 7 _a10.1007/b101765
_2doi
100 1 _aLai, Chin Diew.
_eauthor.
245 1 0 _aContinuous Bivariate Distributions
_h[recurso electrónico] :
_bSecond Edition /
_cby Chin Diew Lai, N. Balakrishnan.
264 1 _aNew York, NY :
_bSpringer New York,
_c2009.
300 _bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aUnivariate Distributions -- Bivariate Copulas -- Distributions Expressed as Copulas -- Concepts of Stochastic Dependence -- Measures of Dependence -- Construction of Bivariate Distributions -- Bivariate Distributions Constructed by the Conditional Approach -- Variables-in-Common Method -- Bivariate Gamma and Related Distributions -- Simple Forms of the Bivariate Density Function -- Bivariate Exponential and Related Distributions -- Bivariate Normal Distribution -- Bivariate Extreme-Value Distributions -- Elliptically Symmetric Bivariate Distributions and Other Symmetric Distributions -- Simulation of Bivariate Observations.
520 _aRandom variables are rarely independent in practice and so many multivariate distributions have been proposed in the literature to give a dependence structure for two or more variables. In this book, we restrict ourselves to the bivariate distributions for two reasons: (i) correlation structure and other properties are easier to understand and the joint density plot can be displayed more easily, and (ii) a bivariate distribution can normally be extended to a multivariate one through a vector or matrix representation. This volume is a revision of Chapters 1-17 of the previous book Continuous Bivariate Distributions, Emphasising Applications authored by Drs. Paul Hutchinson and Chin-Diew Lai. The book updates the subject of copulas which have grown immensely during the past two decades. Similarly, conditionally specified distributions and skewed distributions have become important topics of discussion in this area of research. This volume, which provides an up-to-date review of various developments relating to bivariate distributions in general, should be of interest to academics and graduate students, as well as applied researchers in finance, economics, science, engineering and technology. N. BALAKRISHNAN is Professor in the Department of Mathematics and Statistics at McMaster University, Hamilton, Ontario, Canada. He has published numerous research articles in many areas of probability and statistics and has authored a number of books including the four-volume series on Distributions in Statistics, jointly with Norman L. Johnson and S. Kotz, published by Wiley. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics, and the Editor-in-Chief of Communications in Statistics and the Executive Editor of Journal of Statistical Planning and Inference. CHIN-DIEW LAI holds a Personal Chair in Statistics at Massey University, Palmerston North, New Zealand. He has published more than 100 peer-reviewed research articles and co-authored three well-received books. He was a former editor-in-chief and is now an Associate Editor of the Journal of Applied Mathematics and Decision Sciences.
650 0 _aSTATISTICS.
650 0 _aMATHEMATICAL STATISTICS.
650 1 4 _aSTATISTICS.
650 2 4 _aSTATISTICAL THEORY AND METHODS.
700 1 _aBalakrishnan, N.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387096131
856 4 0 _uhttp://dx.doi.org/10.1007/b101765
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c55991
_d55991