ISSN:
1436-3259
Schlagwort(e):
Bivariate probability distribution
;
random variables
;
zero marginals
;
Finch-Groblicki method
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Architektur, Bauingenieurwesen, Vermessung
,
Energietechnik
,
Geographie
,
Geologie und Paläontologie
Notizen:
Abstract A vivariate probability density function (pdf),f(x 1,x 2), admissible for two random variables (X 1,X 2), is of the form $$f(x_1 x_2 ) = f_1 (x_1 )f_2 (x_2 )[1 + \rho \{ F_1 (x_1 ),F_2 (x_2 )\} ]$$ where ρ(u, v) (u=F 1(x 1),v=F 2(x 2)) is any function on the unit square that is 0-marginal and bounded below by−1 andF 1(x 1) andF 2(x 2) are cumulative distribution functions (cdf) of marginal probability density functionsf 1(x 1) andf 2(x 2). The purpose of this study is to determinef(x 1,x 2) for different forms of ρ(u,v). By considering the rainfall intensity and the corresponding depths as dependent random variables, observed and computed probability distributionsF 1(x 1),F(x 1/x 2),F 2(x 2), andF(x 2/x 1) are compared for various forms of ρ(u,v). Subsequently, the best form of ρ(u,v) is specified.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01544178
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