The bivariate yule distribution and some of its properties |
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Authors: | Evdokia Xekalaki |
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Institution: | Department of Statistics and Informatics Athens School , Economics and Business Science , Athens, 10434, Greece |
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Abstract: | In this paper, a bivariate extension of the YULE distribution is defined and some of its structural properties are examined. It is shown in particular, that it can be obtained in the context of a bivariate STER model and as the only distribution with tail probabilities satisfying certain conditions |
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Keywords: | Bivariate YULE distribution bivariate STER model tail probability |
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