شماره ركورد كنفرانس
5191
عنوان مقاله
A Copula-Based Distribution of Alpha-Skew Laplace Distribution
پديدآورندگان
Amiri Peyman Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University, Kerman, Iran , Sheikhi Ayyub Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University, Kerman, Iran
تعداد صفحه
7
كليدواژه
Copula , Alpha , skew Laplace distribution , FGM copula.
سال انتشار
1401
عنوان كنفرانس
شانزدهمين كنفرانس آمار ايران
زبان مدرك
انگليسي
چكيده فارسي
Copula functions have been extensively used in applied statistics, becoming a good alternative for modeling the dependence of multivariate data. Each copula function has a different dependence structure. This article studies the dependence structure between the two Alpha-skew Laplace random variables. We present general forms for the new bivariate copula function and its density distributions when the connected copula is Farlie-Gumbel-Morgenstern.
كشور
ايران
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