Simple Dependent Pairs of Exponential and Uniform Random Variables.

Abstract

A random-coefficient linear function of two independent exponential variables yielding a third exponential variable is used in the construction of simple, dependent pairs of exponential variables. By employing antithetic exponential variables, the constructions are developed to encompass negative dependency. By employing negative exponentiation, the constructions yield simple multiplicative-based models for dependent uniform pairs. The ranges of dependency allowable in the models are assessed by correlation calculations, both of the product moment and Spearman types; broad ranges within the theoretically allowable ranges are found. Because of their simplicity, all models are particularly suitable for simulation and are free of point and line concentrations of values.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1982
Accession Number
ADA119336

Entities

People

  • A. J. Lawrance
  • Peter A.W. Lewis

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Ground and Sea Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Coefficients
  • Construction
  • Data Science
  • Discontinuities
  • Gaussian Distributions
  • High Density
  • Information Science
  • Integral Transforms
  • Integrals
  • Military Research
  • Operations Research
  • Probability
  • Probability Density Functions
  • Random Variables
  • Reliability
  • Schools
  • Simulations

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Regression Analysis.