• Title/Summary/Keyword: bivariate

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On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.483-496
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    • 2008
  • This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.

Test for Independence in Bivariate Pareto Model with Bivariate Random Censored Data

  • Cho, Jang-Sik;Kwon, Yong-Man;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.31-39
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    • 2004
  • In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

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ON A CLASS OF BIVARIATE MEANS INCLUDING A LOT OF OLD AND NEW MEANS

  • Raissouli, Mustapha;Rezgui, Anis
    • Communications of the Korean Mathematical Society
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    • v.34 no.1
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    • pp.239-251
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    • 2019
  • In this paper we introduce a new formulation of symmetric homogeneous bivariate means that depends on the variation of a given continuous strictly increasing function on (0, ${\infty}$). It turns out that this class of means includes a lot of known bivariate means among them the arithmetic mean, the harmonic mean, the geometric mean, the logarithmic mean as well as the first and second Seiffert means. Using this new formulation we introduce a lot of new bivariate means and derive some mean-inequalities.

Bivariate ROC Curve and Optimal Classification Function

  • Hong, C.S.;Jeong, J.A.
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.629-638
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    • 2012
  • We propose some methods to obtain optimal thresholds and classification functions by using various cutoff criterion based on the bivariate ROC curve that represents bivariate cumulative distribution functions. The false positive rate and false negative rate are calculated with these classification functions for bivariate normal distributions.

Determination of Sample Sizes of Bivariate Efficacy and Safety Outcomes (이변량 효능과 안전성 이항변수의 표본수 결정방법)

  • Lee, Hyun-Hak;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.341-353
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    • 2009
  • We consider sample-size determination problem motivated by comparative clinical trials where patient outcomes are characterized by a bivariate outcome of efficacy and safety. Thall and Cheng (1999) presented a sample size methodology for the case of bivariate binary outcomes. We propose a bivariate Wilcoxon-Mann-Whitney(WMW) statistics for sample-size determination for binary outcomes, and this nonparametric method can be equally used to determine sample sizes of ordinal outcomes. The two methods of sample size determination rely on the same testing strategy for the target parameters but differs in the test statistics, an asymptotic bivariate normal statistic of the transformed proportions in Thall and Cheng (1999) and nonparametric bivariate WMW statistic in the other method. Sample sizes are calculated for the two experimental oncology trials, described in Thall and Cheng (1999), and for the first trial example the sample sizes of a bivariate WMW statistic are smaller than those of Thall and Cheng (1999), while for the second trial example the reverse is true.

Reliability Estimation in Bivariate Pareto Model with Bivariate Type I Censored Data

  • Cho, Jang-Sik;Cho, Kil-Ho;Kang, Sang-Gil
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.31-38
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    • 2003
  • In this paper, we obtain the estimator of system reliability for the bivariate Pareto model with bivariate type 1 censored data. We obtain the estimators and approximated confidence intervals of the reliability for the parallel system based on likelihood function and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

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Analysis of bivariate recurrent event data with zero inflation

  • Kim, Taeun;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.37-46
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    • 2020
  • Recurrent event data frequently occur in clinical studies, demography, engineering reliability and so on (Cook and Lawless, The Statistical Analysis of Recurrent Events, Springer, 2007). Sometimes, two or more different but related type of recurrent events may occur simultaneously. In this study, our interest is to estimate the covariate effect on bivariate recurrent event times with zero inflations. Such zero inflation can be related with susceptibility. In the context of bivariate recurrent event data, furthermore, such susceptibilities may be different according to the type of event. We propose a joint model including both two intensity functions and two cure rate functions. Bivariate frailty effects are adopted to model the correlation between recurrent events. Parameter estimates are obtained by maximizing the likelihood derived under a piecewise constant hazard assumption. According to simulation results, the proposed method brings unbiased estimates while the model ignoring cure rate models gives underestimated covariate effects and overestimated variance estimates. We apply the proposed method to a set of bivariate recurrent infection data in a study of child patients with leukemia.

System Reliability from Common Random Stress in a Type II Bivariate Pareto Model with Bivariate Type I Censored Data

  • Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.655-662
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    • 2004
  • In this paper, we assume that strengths of two components system follow a type II bivariate Pareto model with bivariate type I censored data. And these two components are subjected to a common stress which is independent of the strengths of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency, respectively. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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Bivariate skewness, kurtosis and surface plot (이변량 왜도, 첨도 그리고 표면그림)

  • Hong, Chong Sun;Sung, Jae Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.959-970
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    • 2017
  • In this study, we propose bivariate skewness and kurtosis statistics and suggest a surface plot that can visually implement bivariate data containing the correlation coefficient. The skewness statistic is expressed in the form of a paired real values because this represents the skewed directions and degrees of the bivariate random sample. The kurtosis has a positive value which can determine how thick the tail part of the data is compared to the bivariate normal distribution. Moreover, the surface plot implements bivariate data based on the quantile vectors. Skewness and kurtosis are obtained and surface plots are explored for various types of bivariate data. With these results, it has been found that the values of the skewness and kurtosis reflect the characteristics of the bivariate data implemented by the surface plots. Therefore, the skewness, kurtosis and surface plot proposed in this paper could be used as one of valuable descriptive statistical methods for analyzing bivariate distributions.