jointPm (version 2.3.1)

Glog: Cumulative distribution function of bivariate logistic model

Description

Glog is cumulative distribution function of bivariate logistic model

Usage

Glog(x,y,alpha)

Arguments

x

X variable with Frechet scale

y

Y variable with Frechet scale

alpha

dependence parameter between X and Y variables

Value

Glog gives the distribution function value of x and y specified on a Frechet scale.

Details

The bivariate logistic distribution function with parameter alpha is G(x,y)=exp(-[x^(-1/alpha)+y^(-1/alpha)]^(alpha))

where 0 < alpha

References

Coles, S.G. (2001), An introduction to statistical modelling of extreme values, Springer, London.