Fisher Information for a Bivariate Extreme Value Distribution

Biometrika ◽  
1992 ◽  
Vol 79 (4) ◽  
pp. 827 ◽  
Author(s):  
David Oakes ◽  
Amita K. Manatunga
Author(s):  
Bernt J. Leira ◽  
Dag Myrhaug ◽  
Ha˚vard Holm

A bivariate Gumbel distribution is established based on transformation of an existing bivariate Rayleigh distribution. Application of this distribution in relation to reliability assessment of marine structures is subsequently addressed. Linear combinations of the two basic variables which are Gumbel distributed are further considered. The role of the Gumbel distribution in connection with reliability assessment of marine structures is discussed. Comparison with another class of bivariate Gumbel distributions (Gumbel Type A) is also made.


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