corbivgeomRoy {bivgeom}

Linear correlation

Description

Linear correlation for Roy's bivariate geometric model

Usage

corbivgeomRoy(theta1, theta2, theta3)

Arguments

theta1

paramater \theta_1

theta2

paramater \theta_2

theta3

paramater \theta_3

Value

the value of Pearson's linear correlation - see Barbiero (2018). The linear correlation for Roy's bivariate geometric distribution is negative (or null, for \theta_3=1) for any feasible choice of its parameters

Author(s)

Alessandro Barbiero

References

Roy, D. (1993) Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution, Journal of Multivariate Analysis 46(2), 362-373.

Barbiero, A. (2018) Properties and estimation of a bivariate geometric model with locally constant failure rates, submitted

See Also

dbivgeomRoy

Examples

corbivgeomRoy(0.3,0.7,0.5)