Bivariate distributions with pareto conditionals

Barry C. Arnold

Statistics & Probability Letters, 1987, vol. 5, issue 4, 263-266

Abstract: For a fixed [alpha] > 0, the totality of bivariate densities with all conditionals being of the Pareto ([alpha]) form is identified. The resulting family is of the form F(x, y) [is proportional to] [1 + [lambda]1x + [lambda]2y + [phi][lambda]1[lambda]2xy]-([alpha]+1) for suitable choices of [lambda]1, [lambda]2 and [phi].

Keywords: Pareto; distribution; conditional; densities; logistic; distribution (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (10)

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