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A new general class of discrete bivariate distributions constructed by using the likelihood ratio

Title
A new general class of discrete bivariate distributions constructed by using the likelihood ratio
Authors
Lee H.Cha J.H.
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2017
Journal Title
Statistical Papers
ISSN
0932-5026JCR Link
Citation
pp. 1 - 22
Keywords
Baseline seed distributionJoint distributionLikelihood ratio orderPositive and negative dependenceStochastic order
Publisher
Springer New York LLC
Indexed
SCIE; SCOPUS scopus
Abstract
In statistics, stochastic orders formalize such a concept that one random variable is bigger than another. In this paper, we develop a new class of discrete bivariate distributions based on a stochastic order defined by the likelihood ratio. We derive general formula for the joint distributions belonging to the class. It will be seen that, from the proposed class, specific families of distributions can be efficiently generated just by specifying the ‘baseline seed distributions’. An important feature of the proposed discrete bivariate model is that, unlike other discrete bivariate models already proposed in the literature such as the well-known and most popular bivariate Poisson distribution by Holgate, it can model both positive and negative dependence. A number of new families of discrete bivariate distributions are generated from the proposed class. Furthermore, the generated bivariate distributions are applied to analyze real data sets and the results are compared with those obtained from some conventional models. © 2017 Springer-Verlag GmbH Germany, part of Springer Nature
DOI
10.1007/s00362-017-0969-6
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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