二変数ガンマ分布とその適用に関する研究(3) ―二変数指数分布の数値表―

Abstract

By using the theory of two-variate exponential distribution, the conditional probability fune-tion, f(x2｜x1), of x2 for a fixed value, x1, is given as follows:in which σ1 and σ2 are scale parameters; ρ is correlation parameter; and I0(z) means the modifiedBessel function of the 0 degree. Then, using the standardized variables ξ= x1/σ1 and η= x2/σ2, the conditional cumulative distribution function, F (η｜ξ), for a fixed value of ξ is defined by thefollowing.In this table, the value of η has been shown for F(η｜ξ)=0.001(0.001)0.01(O.01)O.20(0.05)0.80(0.01)0.99(0.001)0.999, ξ=0(0.25)3.0O(0.5)5(1)10(2)18 and p=O.l (0.1)0.9. In it, for example, the numeri-cal values 0.1234-1 means 0.1234 x 10-1.