{"title":"从可靠性函数推断关联:一种基于copula的方法","authors":"B. Vineshkumar, N. Nair","doi":"10.1214/20-BJPS491","DOIUrl":null,"url":null,"abstract":"Nair, Sankaran and John (Metron 76 (2018) 133–153) have defined and studied the properties of reliability functions in terms of copulas. In the present paper, we investigate the utility of such functions in inferring the time-dependent association of bivariate distributions. We consider the Clayton measure of association for the study. A general expression for this measure in terms of the generator of Archimedean copulas is given, and a method of finding nature of association using the generators is provided. We derive the relationship of the association measure with the ageing property of the distribution, associated with the generator. We analyze how the hazard rate of survival copulas can be utilized in studying the association between two random variables. Applications of the results in real life situations are discussed.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Inferring association from reliability functions: An approach based on copulas\",\"authors\":\"B. Vineshkumar, N. Nair\",\"doi\":\"10.1214/20-BJPS491\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Nair, Sankaran and John (Metron 76 (2018) 133–153) have defined and studied the properties of reliability functions in terms of copulas. In the present paper, we investigate the utility of such functions in inferring the time-dependent association of bivariate distributions. We consider the Clayton measure of association for the study. A general expression for this measure in terms of the generator of Archimedean copulas is given, and a method of finding nature of association using the generators is provided. We derive the relationship of the association measure with the ageing property of the distribution, associated with the generator. We analyze how the hazard rate of survival copulas can be utilized in studying the association between two random variables. Applications of the results in real life situations are discussed.\",\"PeriodicalId\":51242,\"journal\":{\"name\":\"Brazilian Journal of Probability and Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2021-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Brazilian Journal of Probability and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/20-BJPS491\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Journal of Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/20-BJPS491","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Inferring association from reliability functions: An approach based on copulas
Nair, Sankaran and John (Metron 76 (2018) 133–153) have defined and studied the properties of reliability functions in terms of copulas. In the present paper, we investigate the utility of such functions in inferring the time-dependent association of bivariate distributions. We consider the Clayton measure of association for the study. A general expression for this measure in terms of the generator of Archimedean copulas is given, and a method of finding nature of association using the generators is provided. We derive the relationship of the association measure with the ageing property of the distribution, associated with the generator. We analyze how the hazard rate of survival copulas can be utilized in studying the association between two random variables. Applications of the results in real life situations are discussed.
期刊介绍:
The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes.
More specifically, the following types of contributions will be considered:
(i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects.
(ii) Original articles developing theoretical results.
(iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it.
(iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.