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Some New Bivariate Properties and Characterizations Under Archimedean Copula

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  • Qingyuan Guan

    (School of Mathematics and Computer Science, Wuyi University, Wuyishan 354300, China
    Key Laboratory of Cognitive Computing and Intelligent Information Processing of Fujian Education Institutions, Wuyishan 354300, China
    Fujian Key Laboratory of Big Data Application and Intellectualization for Tea Industry, Wuyishan 354300, China)

  • Peihua Jiang

    (School of Mathematics-Physics and Finance, Anhui Polytechnic University, Wuhu 241000, China)

  • Guangyu Liu

    (School of Mathematics-Physics and Finance, Anhui Polytechnic University, Wuhu 241000, China)

Abstract

This paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the Archimedean copula-linked dependent case, and we also derive some characterizations of different bivariate functions composed by Archimedean copula-linked dependent random variables. These results generalize some existing results in the literature and bring conclusions closer to reality. Two applications in scheduling problems are also provided to illustrate the main results.

Suggested Citation

  • Qingyuan Guan & Peihua Jiang & Guangyu Liu, 2024. "Some New Bivariate Properties and Characterizations Under Archimedean Copula," Mathematics, MDPI, vol. 12(23), pages 1-11, November.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:23:p:3714-:d:1530277
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