Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution
- 1 December 1972
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 67 (340) , 927
- https://doi.org/10.2307/2284664
Abstract
Statistical properties of the bivariate exponential distribution are investigated. Maximum likelihood and method of moments type estimates are obtained and compared with the estimates given by Arnold. The method of moments type estimates are easy to compute and highly efficient, whereas the maximum likelihood estimates are computationally inconvenient. The problem of testing for correlation in the bivariate exponential distribution is also investigated.Keywords
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