Preservation of dependence concepts under bivariate weighted distributions

ABSTRACT

In this paper, we provide conditions under which some bivariate dependence structures are preserved under bivariate weighted distributions. Bivariate weighted distributions whose dependence structure is the same as the original distribution are characterized. Finally, we discuss some examples to show the usefulness of our results.

KEYWORDS:

• Bivariate weighted distribution
• Characterization
• Dependence structure
• Preservation

MATHEMATICS SUBJECT CLASSIFICATION:

• 60E15
• 62N05

Acknowledgments

The authors are sincerely grateful to the associated editor and an anonymous referee for their helpful comments and suggestions on the earlier version of this paper which lead to this improved version.