Aspects of Dependence in Lomax Distribution
Aspects of Dependence in Lomax Distribution
In this paper we study some positive dependence concepts, introduced by Caperaa and Genest (1990) and Shaked (1977b), for bivariate lomax distribution. In particular, we obtain some measures of association for this distribution and derive the tail-dependence coefficients by using copula function. We also compare Spearman's <TEX>$\rho_s$</TEX> with Kendall's <TEX>$\tau$</TEX> …