Physical Sciences and Mathematics Commons^™

Some Statistical Inferences For The Bivariate Exponential Distribution, Bruce Mohr Bemis

Doctoral Dissertations

"The bivariate exponential distribution is neither absolutely continuous nor discrete due to the property that there is a positive probability that the two random variables may be equal. Basic properties of the distribution are presented as well as methods of parameter estimation including maximum likelihood. The distribution is shown to satisfy the usual regularity conditions in spite of its possession of a singularity. The maximum likelihood estimates are asymptotically efficient. Two other methods of estimation are compared with the maximum likelihood method in terms of efficiency. Tests of the hypothesis that two random variables each have independent exponential distributions versus …