Accession Number:

ADA169953

Title:

Moving Average Models with Bivariate Exponential and Geometric Distributions.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA DEPT OF MATHEMATICS AND STATISTICS

Report Date:

1985-03-01

Pagination or Media Count:

22.0

Abstract:

Two classes of finite and infinite moving average sequences of bivariate random vectors are considered. The first class has bivariate exponential marginals while the second class has bivariate geometric marginals. The theory of positive dependence is used to show that in various cases the two classes consist of associated random variables. Association is then applied to establish moment inequalities and to obtain approximations to some joint probabilities of the bivariate processes. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE