On sums of dependent random lifetimes under the Time Transformed Exponential model
Fuente:
arXiv
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866929627462631424 |
|---|---|
| author | Navarro, Jorge Pellerey, Franco Mulero, Julio |
| author_facet | Navarro, Jorge Pellerey, Franco Mulero, Julio |
| contents | Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of the joint distribution in terms of multivariate distortions, which is an alternative approach to the classical copula representation. Since this approach allows to obtain conditional distributions and their inverses in simple form, then it is also shown how it can be used to predict the value of the sum from the value of one of the variables (or vice versa) by using quantile regression techniques. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_09151 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On sums of dependent random lifetimes under the Time Transformed Exponential model Navarro, Jorge Pellerey, Franco Mulero, Julio Statistics Theory Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of the joint distribution in terms of multivariate distortions, which is an alternative approach to the classical copula representation. Since this approach allows to obtain conditional distributions and their inverses in simple form, then it is also shown how it can be used to predict the value of the sum from the value of one of the variables (or vice versa) by using quantile regression techniques. |
| title | On sums of dependent random lifetimes under the Time Transformed Exponential model |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2412.09151 |