THE BIVARIATE EXPONENTIAL DISTRIBUTION; A REVIEW AND SOME NEW RESULTS

V. Barnett

Statistica Neerlandica, 1985, vol. 39, issue 4, 343-356

Abstract: Various models have been proposed as bivariate forms of the exponential distribution. A brief but comprehensive review is presented which classifies, interrelates and contrasts the different models and outlines what is known about distributional properties, applicability and estimation and testing of parameters (particularly the association parameter). Some new results are presented for one particular model. Maximum likelihood, and moment–type, estimators of the association parameter are examined. Asymptotic variances are derived and attention is given to the relative efficiency of the estimators and to problems of their evaluation.

Date: 1985
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