Correlated Bivariate Sequences for Queueing and Reliability Applications

@inproceedings{Iyer2004CorrelatedBS,
  title={Correlated Bivariate Sequences for Queueing and Reliability Applications},
  author={Srikanth K. Iyer and Dheeraj Manjunath},
  year={2004}
}
Abstract We derive bivariate exponential, gamma, Coxian or hyperexponential distributions. To obtain a positive correlation, we define a linear relation between the variates X and Y of the form Y = aX + Z where a is a positive constant and Z is independent of X. By fixing the marginal distributions of X and Y, we characterize the distribution of Z. To obtain negative correlations, we define X = aP + V and Y = bQ + W where P and Q are exponential antithetic random variables. Our bivariate models… CONTINUE READING