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基于任意Copula函数的新型二元分布族：统计特性。

New bivariate family of distributions based on any copula function: Statistical properties.

作者信息

Al-Shomrani Ali A

机构信息

Department of Statistics, Faculty of Science, King Abdulaziz University, P.O. Box 80203, Jeddah 21589, Saudi Arabia.

出版信息

Heliyon. 2023 Mar 31;9(4):e15160. doi: 10.1016/j.heliyon.2023.e15160. eCollection 2023 Apr.

DOI:10.1016/j.heliyon.2023.e15160
PMID:37095932
原文链接:https://pmc.ncbi.nlm.nih.gov/articles/PMC10121847/
Abstract

In this paper, new bivariate family of distributions based on any copula is established. Of this, we introduce new bivariate Topp-Leone family based on Farlie-Gumbel-Morgenstern (FGM) copula. As a special case, we concentrate our study in the new bivariate Topp-Leone-Exponential-Exponential (BFGMTLEE) distribution based on FGM copula. Some of its properties are developed such as product moments, moment generating function and entropy.

摘要

本文基于任意Copula建立了新的二元分布族。其中，我们引入了基于法利-甘贝尔-摩根斯坦（FGM）Copula的新的二元托普-利昂族。作为一个特殊情况，我们专注于研究基于FGM Copula的新的二元托普-利昂-指数-指数（BFGMTLEE）分布。推导了它的一些性质，如乘积矩、矩生成函数和熵。

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