corbivgeomRoy: Linear correlation

In bivgeom: Roy's Bivariate Geometric Distribution

Description

Linear correlation for Roy's bivariate geometric model

Usage

corbivgeomRoy(theta1, theta2, theta3)

Arguments

theta1	paramater θ_1
theta2	paramater θ_2
theta3	paramater θ_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 θ_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)

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