Distribution Function, Probability Generating Function and Archimedean Generator

被引：7
|
作者：
Alhadlaq, Weaam [1 ]
Alzaid, Abdulhamid [1 ]
机构：
[1] King Saud Univ, Dept Stat & Operat Res, Riyadh 11451, Saudi Arabia
来源：
SYMMETRY-BASEL | 2020年 / 12卷 / 12期
关键词：
copula; archimedean copula; archimedean generator; multiplicative archimedean generator; distribution function and probability generating function; LOG-CONCAVITY; FAMILIES;
D O I：
10.3390/sym12122108
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
Archimedean copulas form a very wide subclass of symmetric copulas. Most of the popular copulas are members of the Archimedean copulas. These copulas are obtained using real functions known as Archimedean generators. In this paper, we observe that under certain conditions the cumulative distribution functions on (0, 1) and probability generating functions can be used as Archimedean generators. It is shown that most of the well-known Archimedean copulas can be generated using such distributions. Further, we introduced new Archimedean copulas.
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页码：1 / 12
页数：12
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