Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution

197289 citationsJournal Article

Authors

Lee J. Bain · Missouri University of Science and Technology

James J. Higgins · Missouri University of Science and Technology

Abstract

Abstract Statistical properties of the bivariate exponential distribution are investigated. Maximum likelihood and method of moments type estimates are obtained and compared with the estimates given by Arnold. The method of moments type estimates are easy to compute and highly efficient, whereas the maximum likelihood estimates are computationally inconvenient. The problem of testing for correlation in the bivariate exponential distribution is also investigated.

Topics & Keywords

Statistical Distribution Estimation and Applications Bayesian Methods and Mixture Models Probability and Risk Models

Publication Details

Published in: Journal of the American Statistical Association

Volume 67, Issue 340, pp. 927-929

DOI: 10.1080/01621459.1972.10481320

Field-Weighted Citation Impact: 0.69

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Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution

Authors

Abstract

Topics & Keywords

Publication Details