Estimation And Hypothesis Testing For The Parameters Of A Bivariate Exponential Distribution

Author

Bruce M. Bemis
Lee J. Bain, Missouri University of Science and TechnologyFollow
James J. Higgins, Missouri University of Science and Technology

Abstract

Statistical properties of the bivariate exponential distribution are investigated. Maximum likelihood and method of moments type estimates are obtained and compared with the estimates given by Arnold. The method of moments type estimates are easy to compute and highly efficient, whereas the maximum likelihood estimates are computationally inconvenient. The problem of testing for correlation in the bivariate exponential distribution is also investigated. © Taylor & Francis Group, LLC.

Recommended Citation

B. M. Bemis et al., "Estimation And Hypothesis Testing For The Parameters Of A Bivariate Exponential Distribution," Journal of the American Statistical Association, vol. 67, no. 340, pp. 927 - 929, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1972.

The definitive version is available at https://doi.org/10.1080/01621459.1972.10481320

Department(s)

Mathematics and Statistics

International Standard Serial Number (ISSN)

1537-274X; 0162-1459

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2023 Taylor and Francis Group; Taylor and Francis; American Statistical Association, All rights reserved.

Publication Date

01 Jan 1972