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Canonical expansions,correlation structure,and conditional distributions of bivariate distributions generated by mixtures
Authors:S.H. Ong
Affiliation:Department of Mathematics , University of Malaya , Kuala, Lumpur, 59100, Malaysia
Abstract:A simple result concerning the canonical expansions of mixed bivariate distributions is considered. This result is then applied to analyze the correlation structures of the Bates-Neyman accident proneness model and its generalization, to derive probability inequalities based on the concept of positive dependence, and to construct a bivariate beta distribution with positive correlation coefficient applicable in computer simulation experiments. The mixture formulation of the conditional distribution of this class of mixed bivariate distributions is used to define and generate first-order autoregressive gamma and negative binomial sequences.
Keywords:Bates-Neyman accident proneness model  positive dependence  probability inequalities  bivariate beta distribution with positive correlation  first-order autoregressive binomial  gamma  and negative binomial processes  computer generation of random variates
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