Improved estimation of the correlation coefficient in a bivariate exponential distribution

Journal of Statistical Computation and Simulation

Volumn 68, Issue 2, 2001, Pages 173-184

  Balakrishnan, N ^a   Ng, Hon Keung Tony ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Bias; Bias reduced estimator; Bivariate exponential distribution; Correlation coefficient; Jackknife estimate; Mean square error; Monte carlo simulations

Indexed keywords

EID: 0035529231     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650108812064     Document Type: Article

References (7)

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2. Al-Saadi, S. D. and Young, D. H. (1980) Estimators for the correlation coefficient in a bivariate exponential distribution, J. Statist. Comput. Simul., 11, 13-20.
3. Downton, F. (1970) Bivariate exponential distributions in reliability theory, J. Roy. Statist. Soc., Series B, 32, 408-417.
4. Efron, B. (1982) The Jackknife, the Bootstrap and Other Resampling Plans, Philadelphia, Society for Industrial and Applied Mathematics.
5. Johnson, N. L. and Kotz, S. (1972) Distributions in Statistics: Continuous Multivariate Distributions. New York, Wiley.
6. Kotz, S., Balakrishnan, N. and Johnson, N. L. (2000) Continuous Multivariate Distributions, 1, Second edition. New York, Wiley.
7. Miller, R. G. (1974) The Jackknife - a review, Biometrika, 61, 1-15.