corbivgeo {BivGeo}

Correlation Coefficient for the Basu-Dhar Bivariate Geometric Distribution

Description

This function computes the correlation coefficient analogous of the Pearson correlation coefficient for the Basu-Dhar bivariate geometric distribution assuming arbitrary parameter values.

Usage

corbivgeo(theta)

Arguments

theta

vector (of length 3) containing values of the parameters \theta_1, \theta_2 and \theta_{3} of the Basu-Dhar bivariate Geometric distribution. For real data applications, use the maximum likelihood estimates or Bayesian estimates to get the correlation coefficient.

Details

The correlation coefficient between X and Y, assuming the Basu-Dhar bivariate geometric distribution, is given by,

\rho = \frac{(1 - \theta_{3})(\theta_1 \theta_2)^{1/2}}{1 - \theta_1 \theta_2 \theta_{3}}

Note that the correlation coefficient is always positive which implies that the Basu-Dhar bivariate geometric distribution is useful for bivariate lifetimes with positive correlation.

Value

corbivgeo computes the correlation coefficient analogous to the Pearson correlation coefficient for the Basu-Dhar bivariate geometric distribution for arbitrary parameter values.

Invalid arguments will return an error message.

Author(s)

Ricardo P. Oliveira [e-mail]

Jorge Alberto Achcar [e-mail]

Source

corbivgeo is calculated directly from the definition.

References

Basu, A. P., & Dhar, S. K. (1995). Bivariate geometric distribution. Journal of Applied Statistical Science, 2, 1, 33-44.

Li, J., & Dhar, S. K. (2013). Modeling with bivariate geometric distributions. Communications in Statistics-Theory and Methods, 42, 2, 252-266.

Achcar, J. A., Davarzani, N., & Souza, R. M. (2016). Basu–Dhar bivariate geometric distribution in the presence of covariates and censored data: a Bayesian approach. Journal of Applied Statistics, 43, 9, 1636-1648.

de Oliveira, R. P., & Achcar, J. A. (2018). Basu-Dhar's bivariate geometric distribution in presence of censored data and covariates: some computational aspects. Electronic Journal of Applied Statistical Analysis, 11, 1, 108-136.

de Oliveira, R. P., Achcar, J. A., Peralta, D., & Mazucheli, J. (2018). Discrete and continuous bivariate lifetime models in presence of cure rate: a comparative study under Bayesian approach. Journal of Applied Statistics, 1-19.

Examples

corbivgeo(theta = c(0.5, 0.5, 0.7))
# [1] 0.1818182
corbivgeo(theta = c(0.2, 0.5, 0.7))
# [1] 0.102009
corbivgeo(theta = c(0.8, 0.9, 0.1))
# [1] 0.822926
corbivgeo(theta = c(0.9, 0.9, 0.9))
# [1] 0.3321033