IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v48y2019i11p2842-2861.html
   My bibliography  Save this article

A bivariate geometric distribution allowing for positive or negative correlation

Author

Listed:
  • Alessandro Barbiero

Abstract

In this paper, we propose a new bivariate geometric model, derived by linking two univariate geometric distributions through a specific copula function, allowing for positive and negative correlations. Some properties of this joint distribution are presented and discussed, with particular reference to attainable correlations, conditional distributions, reliability concepts, and parameter estimation. A Monte Carlo simulation study empirically evaluates and compares the performance of the proposed estimators in terms of bias and standard error. Finally, in order to demonstrate its usefulness, the model is applied to a real data set.

Suggested Citation

  • Alessandro Barbiero, 2019. "A bivariate geometric distribution allowing for positive or negative correlation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(11), pages 2842-2861, June.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:11:p:2842-2861
    DOI: 10.1080/03610926.2018.1473428
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2018.1473428
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2018.1473428?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. M. C. Jones, 2024. "On Integral Representations Involving the Probability Generating Function for Inverse Moments of Positive Discrete Random Variables," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 992-998, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:48:y:2019:i:11:p:2842-2861. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.