[R] Bivarite Weibull Distribution

[G. Jay Kerns]

Dear A.S. Qureshi,

On Sun, Jan 4, 2009 at 11:36 AM,  <saboorhangu at gmail.com> wrote:
> HI
> Every one
>
> Could some one provide me definitions of following bivariate distributions
> gamma, exponencial, Weibull, half-normal , Rayleigh,  Erlang,chi-square

See Johnson, Kotz, and Balakrishnan (2000) for a reference book for
multivariate distributions.  From there, you will see that there are
_many_ bivariate distributions that have Weibull marginals (or any
other marginal distribution, for that matter).  In other words, there
isn't "a" bivariate Weibull distribution... there are all kinds of
them.

A modern way to address this is by using copulas;  see Nelson (1998,
2007).  To this end, R has packages fCopulae and copula among others.
There is a CRAN Task View for Probability Distributions:

http://cran.r-project.org/web/views/Distributions.html

Using copulas and (for example) the inverse CDF approach, one can
generate bivariate samples that have any given marginal distribution.
See Nelson for details.

Best,
Jay




>
> thanks
> A.S. Qureshi
>
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>



-- 

***************************************************
G. Jay Kerns, Ph.D.
Associate Professor
Department of Mathematics & Statistics
Youngstown State University
Youngstown, OH 44555-0002 USA
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E-mail: gkerns at ysu.edu
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