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Bivariate distributions with pareto conditionals

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  • Arnold, Barry C.

Abstract

For a fixed [alpha] > 0, the totality of bivariate densities with all conditionals being of the Pareto ([alpha]) form is identified. The resulting family is of the form F(x, y) [is proportional to] [1 + [lambda]1x + [lambda]2y + [phi][lambda]1[lambda]2xy]-([alpha]+1) for suitable choices of [lambda]1, [lambda]2 and [phi].

Suggested Citation

  • Arnold, Barry C., 1987. "Bivariate distributions with pareto conditionals," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 263-266, June.
    • Handle: RePEc:eee:stapro:v:5:y:1987:i:4:p:263-266
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    Citations

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    Cited by:

    1. Arnold, Barry C. & Sarabia, José María, 2022. "Conditional specification of statistical models: Classical models, new developments and challenges," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    2. Gupta, Ramesh C., 2001. "Reliability Studies of Bivariate Distributions with Pareto Conditionals," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 214-225, February.
    3. Bobecka, Konstancja & Wesolowski, Jacek, 2004. "Multivariate Lukacs theorem," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 143-160, November.
    4. Sarabia, José María & Gómez-Déniz, Emilio & Prieto, Faustino & Jordá, Vanesa, 2016. "Risk aggregation in multivariate dependent Pareto distributions," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 154-163.
    5. Ramesh Gupta, 2011. "Bivariate odds ratio and association measures," Statistical Papers, Springer, vol. 52(1), pages 125-138, February.
    6. Rajib Dey & M. Ataharul Islam, 2017. "A conditional count model for repeated count data and its application to GEE approach," Statistical Papers, Springer, vol. 58(2), pages 485-504, June.
    7. S. M. Sunoj & N. Vipin, 2019. "Some properties of conditional partial moments in the context of stochastic modelling," Statistical Papers, Springer, vol. 60(6), pages 1971-1999, December.
    8. Navarro, Jorge & Sarabia, José María, 2013. "Reliability properties of bivariate conditional proportional hazard rate models," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 116-127.
    9. Ramesh C. Gupta, 2006. "Reliability studies of bivariate distributions with Pearson type VII conditionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 239-251.
    10. José María Sarabia & Vanesa Jordá & Faustino Prieto & Montserrat Guillén, 2020. "Multivariate Classes of GB2 Distributions with Applications," Mathematics, MDPI, vol. 9(1), pages 1-21, December.

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