"Jenny Stadt" <[EMAIL PROTECTED]> asked: > > I am struggling in a bivariate Weibull distribution although I > searched R-Site-Help and found suggestion with Copula. Seems the > maximum likelihood estimate is beyond what I can understand. > > My case is: given two known marginal distribution (both are Weibull), > and the correlation between them. How can I get the bivariate > distribution based on these two? I wish if there is anybody has the > experience in bivariate distribution could give me the hints. Thanks! > > Jen.
Not a direct answer, but you might look at Ronald Pruitt's "BIVSURV S LIBRARY", which runs under R, snd the references in the README. Another way to model such data is using survreg with a frailty term -- see the survival and kinship packages. The most recent Kalbfleisch & Prentice (Kalbfleisch J. D. & Prentice, R. L. (2002) The Statistical Analysis of Failure Time Data Wiley, 2nd Edition) has a chapter on bivariate survival analysis (with our example in it;)). David Duffy. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
