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Showing 2 results for Dependence Parameter
Zahra Saberzadeh, Mostafa Razmkhah, Volume 13, Issue 1 (9-2019)
Abstract
The complex systems containing of n elements are considered, each having two dependent components. The main goal of this paper is to investigate the mean residual life of such systems with some intact components at time t. Toward this end, the bivariate binomial model and also two different generalizations are described. Finally, some graphical and numerical analyses are provided for mean residual life of such systems under Farlie-Gumbel-Morgenstern model.
Bibi Maryam Taheri, Hadi Jabbari, Mohammad Amini, Volume 16, Issue 1 (9-2022)
Abstract
Paying attention to the copula function in order to model the structure of data dependence has become very common in recent decades. Three methods of estimation, moment method, mixture method, and copula moment, are considered to estimate the dependence parameter of copula function in the presence of outlier data. Although the moment method is an old method, sometimes this method leads to inaccurate estimation. Thus, two other moment-based methods are intended to improve that old method. The simulation study results showed that when we use copula moment and mixture moment for estimating the dependence parameter of copula function in the presence of outlier data, the obtained MSEs are smaller. Also, the copula moment method is the best estimate based on MSE. Finally, the obtained numerical results are used in a practical example.
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