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Copula Method for Specific Burr Distribution

Ismail, Nor Hidayah and Mohd. Khalid, Zarina (2015) Copula Method for Specific Burr Distribution. 2ND ISM INTERNATIONAL STATISTICAL CONFERENCE 2014 (ISM-II): EMPOWERING THE APPLICATIONS OF STATISTICAL AND MATHEMATICAL SCIENCES, 1643 . pp. 453-459. ISSN 0094-243X

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Abstract

Copula method is discovered to become a useful method to joint two distributions and is known as dependence functions. It is a multivariate distribution functions whose one-dimensional margins are uniform on the interval (0, 1). The used of copula has expanded in many fields of study. Copula has many classes and families. However, in this research, copula methods which are Ali-Mikhail-Haq (AMH), Clayton and Gumbel are used on uncensored data to join specific Burr Type III and XII distributions using the theorem and algorithm of construction the copula. The result showed that AMH, Clayton and Gumbel copula fitted well with Burr distribution since the values of copula lie on the interval (0, 1).

Item Type:Article
Subjects:A General Works
ID Code:59206
Deposited By: Haliza Zainal
Deposited On:18 Jan 2017 09:50
Last Modified:02 Oct 2017 15:44

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