Far East Journal of Theoretical Statistics
Volume 12, Issue 1, Pages 61 - 68
(January 2004)
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INDEPENDENCE TEST FOR BIVARIATE PARETO DISTRIBUTION UNDER BIVARIATE TYPE I CENSORSHIP
Jang Sik Cho (Korea) and Seung Bae Choi (Korea)
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Abstract: In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto distribution with bivariate type I censored data. We develop large sample tests for testing independence between two components based on maximum likelihood estimator and relative frequency estimator, respectively. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence. |
Keywords and phrases: bivariate type I censored data, bivariate Pareto distribution, maximum likelihood estimator. |
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