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UNIVERSITY OF REGINA Department of Mathematics and Statistics

Department of Mathematics and Statistics
Graduate Student Seminar
Speaker: Yu (Ally) Zhang
Date: 29 August 2005
Time: 10.00 o'clock
Location: College West 307.18 (Math & Stats Lounge)
Title: Bivariate Exponential Distribution and its Applications on Paired Lifetime Data
Abstract: In this talk, I will discuss a procedure of estimating bivariate exponential
distribution parameters. Type 1 and type 2 censoring methods are considered. I will
also discuss the maximum likelihood estimators and their asymptotic properties. Once
again, using Monte Carlo simulations, I will compare the performance of these estimators.
Finally, I will propose some test statistic (based on these estimators) for testing the total
independence of bivariate and multivariate exponential variables. A comparison of the
power performance of these tests will be briefly made.
(1) T.P.Hutchinson & C.D.Lai,Continuous Bivariate Distributions,Emphasising Ap-
plications,Rumsby Scientific Publishing, Jan, 1990.
(2) Jerald F. Lawless,Statistical Models and Methods for Lifetime Data A John Wiley
& Sons, INC.,Publiction,2003.


Source: Argerami, Martin - Department of Mathematics and Statistics, University of Regina


Collections: Mathematics