Dear A.S. Qureshi,
On Sun, Jan 4, 2009 at 11:36 AM, <saboorhangu at gmail.com>
wrote:> HI
> Every one
>
> Could some one provide me definitions of following bivariate distributions
> gamma, exponencial, Weibull, half-normal , Rayleigh, Erlang,chi-square
See Johnson, Kotz, and Balakrishnan (2000) for a reference book for
multivariate distributions. From there, you will see that there are
_many_ bivariate distributions that have Weibull marginals (or any
other marginal distribution, for that matter). In other words, there
isn't "a" bivariate Weibull distribution... there are all kinds of
them.
A modern way to address this is by using copulas; see Nelson (1998,
2007). To this end, R has packages fCopulae and copula among others.
There is a CRAN Task View for Probability Distributions:
http://cran.r-project.org/web/views/Distributions.html
Using copulas and (for example) the inverse CDF approach, one can
generate bivariate samples that have any given marginal distribution.
See Nelson for details.
Best,
Jay
>
> thanks
> A.S. Qureshi
>
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>
--
***************************************************
G. Jay Kerns, Ph.D.
Associate Professor
Department of Mathematics & Statistics
Youngstown State University
Youngstown, OH 44555-0002 USA
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