corbivgeomRoy {bivgeom} | R Documentation |
Linear correlation for Roy's bivariate geometric model
corbivgeomRoy(theta1, theta2, theta3)
theta1 |
paramater θ_1 |
theta2 |
paramater θ_2 |
theta3 |
paramater θ_3 |
the value of Pearson's linear correlation - see Barbiero (2018). The linear correlation for Roy's bivariate geometric distribution is negative (or null, for θ_3=1) for any feasible choice of its parameters
Alessandro Barbiero
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
corbivgeomRoy(0.3,0.7,0.5)