We are excited to announce that the repository will soon undergo an upgrade, featuring a new look and feel along with several enhanced features to improve your experience. Please be on the lookout for further updates and announcements regarding the launch date. We appreciate your support and look forward to unveiling the improved platform soon.
dc.contributor.author | Ferreira, Johannes Theodorus![]() |
|
dc.contributor.author | Bekker, Andriette, 1958-![]() |
|
dc.contributor.author | Arashi, Mohammad![]() |
|
dc.date.accessioned | 2016-07-20T06:58:04Z | |
dc.date.available | 2016-07-20T06:58:04Z | |
dc.date.issued | 2016 | |
dc.description.abstract | This paper enriches the existing literature of bivariate noncentral distributions by proposing bivariate noncentral generalised chi-square and F distributions via the employment of the compounding method with Poisson probabilities. This method has been used to a limited extent to obtain univariate noncentral distributions; this study extends some results in literature to the corresponding bivariate setting. The process which is followed to obtain such bivariate noncentral distributions is systematically described and motivated. Some distributions of composites (univariate functions of the dependent components of the bivariate distributions) are derived, in particular the product, ratio, and proportion. Furthermore, an example of possible application is given and discussed to illustrate the versatility of the proposed models. | en_ZA |
dc.description.department | Statistics | en_ZA |
dc.description.librarian | am2016 | en_ZA |
dc.description.sponsorship | The National Research foundation, Grant (Re:CPRR3090132066 No 91497). | en_ZA |
dc.description.uri | http://www.sastat.org.za/journal/information | en_ZA |
dc.description.uri | http://reference.sabinet.co.za/sa_epublication/sasj | en_ZA |
dc.identifier.citation | Ferreira, J, Bekker, A & Arashi, M 2016, 'Bivariate noncentral distributions : an approach via the compounding method', South African Statistical Journal, vol. 50, no. 1, pp. 103-122. | en_ZA |
dc.identifier.issn | 0038-271X | |
dc.identifier.uri | http://hdl.handle.net/2263/55991 | |
dc.language.iso | en | en_ZA |
dc.publisher | South African Statistical Association | en_ZA |
dc.rights | South African Statistical Association | en_ZA |
dc.subject | Bivariate chi-square distribution | en_ZA |
dc.subject | Bivariate F distribution | en_ZA |
dc.subject | Composites | en_ZA |
dc.subject | Compounding | en_ZA |
dc.subject | Noncentral | en_ZA |
dc.subject | Poisson distribution | en_ZA |
dc.title | Bivariate noncentral distributions : an approach via the compounding method | en_ZA |
dc.type | Article | en_ZA |