Date: 2011-11-18

Time: 15:30-16:30

Location: BURN 1205

Abstract:

The diagonal expansion of a bivariate distribution (Lancaster, 1958) has been used as a tool to construct bivariate distributions; this method has been generalized using principal dimensions of random variables (Cuadras 2002). Sufficient and necessary conditions are given for uniform, exponential, logistic and Pareto marginals in the one and two-dimensional case. The corresponding copulas are obtained.

Speaker

Amparo Casanova is an Assistant Professor at the Dalla Lana School of Public Health, Division of Biostatistics, University of Toronto.