Please use this identifier to cite or link to this item:
https://doi.org/10.1080/15326349.2012.672141
DC Field | Value | |
---|---|---|
dc.title | On some properties of bivariate exponential distributions | |
dc.contributor.author | He, Q.-M. | |
dc.contributor.author | Zhang, H. | |
dc.contributor.author | Vera, J.C. | |
dc.date.accessioned | 2013-10-09T03:26:31Z | |
dc.date.available | 2013-10-09T03:26:31Z | |
dc.date.issued | 2012 | |
dc.identifier.citation | He, Q.-M., Zhang, H., Vera, J.C. (2012). On some properties of bivariate exponential distributions. Stochastic Models 28 (2) : 187-206. ScholarBank@NUS Repository. https://doi.org/10.1080/15326349.2012.672141 | |
dc.identifier.issn | 15326349 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/44087 | |
dc.description.abstract | We show that the two bivariate exponential distributions constructed in Bladt and Nielsen [5] have the maximum and minimum correlation coefficients for any given order. We also generalize their constructions to the case where the matrix representations of the two (marginal) exponential distributions have different orders and show that the new constructions also have the maximum and minimum correlation coefficients. Our main tool is a majorization result for a special set of PH-generators. Copyright © Taylor & Francis Group, LLC. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1080/15326349.2012.672141 | |
dc.source | Scopus | |
dc.subject | Bivariate exponential distribution | |
dc.subject | Correlation coefficient | |
dc.subject | Majorization | |
dc.subject | Multivariate distribution | |
dc.subject | Phase-type distribution | |
dc.type | Article | |
dc.contributor.department | DECISION SCIENCES | |
dc.description.doi | 10.1080/15326349.2012.672141 | |
dc.description.sourcetitle | Stochastic Models | |
dc.description.volume | 28 | |
dc.description.issue | 2 | |
dc.description.page | 187-206 | |
dc.identifier.isiut | 000303591400001 | |
Appears in Collections: | Staff Publications |
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