On bivariate geometric distribution

Authors

  • K. Jayakumar University of Calicut
  • Davis Antony Mundassery University of Calicut

DOI:

https://doi.org/10.6092/issn.1973-2201/3517

Abstract

Characterizations of bivariate geometric distribution using univariate and bivariate geometric compounding are obtained. Autoregressive models with marginals as bivariate geometric distribution are developed. Various bivariate geometric distributions analogous to important bivariate exponential distributions like, Marshall-Olkin’s bivariate exponential, Downton’s bivariate exponential and Hawkes’ bivariate exponential are presented.

References

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T. J. KOZUBOWSKI, S. T. RACHEV, (1994), The theory of geometric stable laws and its use in modeling financial data. “European Journal of Operations Research”, 74, pp. 310-324.

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A. G. PHATAK, M. SREEHARI, (1981), Some characterizations of bivariate geometric distribution, “Journal of Indian Statistical Association”, 19, pp. 141-146.

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Published

2007-12-31

How to Cite

Jayakumar, K., & Mundassery, D. A. (2007). On bivariate geometric distribution. Statistica, 67(4), 389–404. https://doi.org/10.6092/issn.1973-2201/3517

Issue

Vol. 67 No. 4 (2007)

Section

Articles

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Copyright (c) 2007 Statistica

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