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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국신뢰성학회 International Journal of Reliability and Applications International Journal of Reliability and Applications 제18권 제2호
- 발행연도
- 2017.12
- 수록면
- 65 - 82 (18page)
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Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance- covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.
목차
Abstract
1. INTRODUCTION
2. BIVARIATE DAGUM DISTRIBUTION
3. DIFFERENT PROPORTIES
4. MAXIMUM LIKELIHOOD ESTIMATION
5. SIMULATION RESULTS
6. ABSOLUTELY CONTINUOUS BVD DISTRIBUTION
7. DATA ANALYSIS
8. CONCLUSIONS
REFERENCES
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UCI(KEPA) : I410-ECN-0101-2018-323-001915183