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 bivariate processes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1985
- Accession Number
- ADA169953
Entities
People
- David S. Stoffer
- Naftali A. Langberg
Organizations
- University of Pittsburgh