Dear A.S. Qureshi, On Sun, Jan 4, 2009 at 11:36 AM, <saboorha...@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 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- *************************************************** G. Jay Kerns, Ph.D. Associate Professor Department of Mathematics & Statistics Youngstown State University Youngstown, OH 44555-0002 USA Office: 1035 Cushwa Hall Phone: (330) 941-3310 Office (voice mail) -3302 Department -3170 FAX E-mail: gke...@ysu.edu http://www.cc.ysu.edu/~gjkerns/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
