Moving Average Models with Bivariate Exponential and Geometric Distributions.

Abstract

Two classes of finite and infinite moving average sequences of bivariate random vectors are considered. The first class has bivariate exponential marginals while the second class has bivariate geometric marginals. The theory of positive dependence is used to show that in various cases the two classes consist of associated random variables. Association is then applied to establish moment inequalities and to obtain approximations to some joint probabilities of the related bivariate point processes. Additional keywords: Mathematical models.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1985
Accession Number
ADA160178

Entities

People

  • D. S. Stoffer
  • N. A. Langberg

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Contracts
  • Equations
  • Governments
  • Inequalities
  • Mathematical Models
  • Models
  • Multivariate Analysis
  • New York
  • Probability
  • Random Variables
  • Real Numbers
  • Scientific Research
  • Stationary Processes
  • Time Series Analysis
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Fluid Dynamics.
  • Regression Analysis.