ScholarLens Back to search
2015•AIP conference proceedingsRequires access

Copula method for specific Burr distribution

Nor Hadiani Ismail, Zarina Mohd Khalid

Open publisher page 2 citations

Abstract

Copula method is discovered to become a useful method to joint two distributions and is known as dependence functions. It is a multivariate distribution functions whose one-dimensional margins are uniform on the interval (0, 1). The used of copula has expanded in many fields of study. Copula has many classes and families. However, in this research, copula methods which are Ali-Mikhail-Haq (AMH), Clayton and Gumbel are used on uncensored data to join specific Burr Type III and XII distributions using the theorem and algorithm of construction the copula. The result showed that AMH, Clayton and Gumbel copula fitted well with Burr distribution since the values of copula lie on the interval (0, 1).

About this research paper

What this paper is about

Copula method is discovered to become a useful method to joint two distributions and is known as dependence functions. It is a multivariate distribution functions whose one-dimensional margins are uniform on the interval (0, 1). The used of copula has expanded in many fields of study. Copula has many classes and families. However, in this research, copula methods which are Ali-Mikhail-Haq (AMH), Clayton and Gumbel are used on uncensored data to join specific Burr Type III and XII distributions using the theorem and algorithm of construction the copula. The result showed that AMH, Clayton and Gumbel copula fitted well with Burr distribution since the values of copula lie on the interval (0, 1).

Why it matters

OpenAlex reports 2 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Copula method is discovered to become a useful method to joint two distributions and is known as dependence functions. It is a multivariate distribution functions whose one-dimensional margins are uniform on the interval (0, 1). The used of copula has expanded in many fields of study. Copula has many classes and families. However, in this research, copula methods which are Ali-Mikhail-Haq (AMH), Clayton and Gumbel are used on uncensored data to join specific Burr Type III and XII distributions using the theorem and algorithm of construction the copula. The result showed that AMH, Clayton and Gumbel copula fitted well with Burr distribution since the values of copula lie on the interval (0, 1).

Key concepts: Copula (linguistics), Gumbel distribution, Joint probability distribution, Mathematics, Marginal distribution, Multivariate statistics, Statistics, Econometrics

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Copula method for specific Burr distribution — Research Paper | ScholarLens