Continuous Bivariate Distributions [Hardcover]

Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.

Univariate distributions. - Bivariate copulas. - Distributions expressed as copulas. - Concepts of stochastic dependence. - Measures of dependence. - Constructions of bivariate distributions.- Bivariate distributions constructed by conditional approach. - Variables in common method. - Bivariate gamma and related distributions. - Simple forms of the bivariate density function. - Bivariate exponentional and related distributions. - Bivariate normal distribution. - Bivariate extreme value distributions. - Elliptically symmetric bivariate distributions and other symmetric distributions. - Simulation of bivariate observations.

From the reviews of the second edition:

The authors present the forms, properties, dependence structures, computation, and applications of numerous continuous bivariate distributions. & One of the nice features of this edition is that it presents bivariate distributions that are generated by a variety of copulas. & The new edition is comprised of 14 chapters including references at the end of each chapter & and subject index at the end. & I can safely recommend this book as a handy resource manual for researchers as well as practitioners working in this area. (Technometrics, Vol. 51 (4), November, 2009)

The book begins with a survey of univariate distributions, necessary to clarify notation in subsequent chapters. & Every time you open this volume, even at a random page, youll likely find something of interest. & You might well recommend it as collateral reading in a statistics class that you are teaching. As the students progress in their academic pursuits and/or in their subsequent careers, it will be a useful reference. (Barry ClÓ6