SbivgeomRoy: Joint survival function

Description Usage Arguments Value Author(s) References See Also Examples

Description

Joint survival function for Roy's bivariate geometric model

Usage

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SbivgeomRoy(x, y, theta1, theta2, theta3)

Arguments

x

vector of observations from the first variable X

y

vector of observations from the second variable Y (same length as x)

theta1

paramater θ_1

theta2

paramater θ_2

theta3

paramater θ_3

Value

The probability P(X≥q x, Y≥q y. For this model it is equal to S(x,y)=θ_1^xθ_2^yθ_3^{xy}

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.

See Also

FbivgeomRoy

Examples

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theta1 <- 0.5
theta2 <- 0.7
theta3 <- 0.9
# probability that X>=2 and Y>=3:
SbivgeomRoy(2, 3, theta1, theta2, theta3)

bivgeom documentation built on May 2, 2019, 6:36 a.m.