A New Bivariate Distribution with Modified Weibull Distribution as Marginals

被引：0
|
作者：
Babu M.G. [1 ]
Jayakumar K. [2 ]
机构：
[1] Department of Statistics, Government Arts and Science College, Meenchanda, Kerala, Kozhikode
[2] Department of Statistics, University of Calicut, Kerala, Malappuram
来源：
Journal of the Indian Society for Probability and Statistics | 2018年 / 19卷 / 2期
关键词：
Bivariate distribution; Bivariate hazard rate function; Copula function; Joint probability density function; Mathematical expectation; Maximum likelihood estimation; Weibull distribution;
D O I：
10.1007/s41096-018-0043-2
中图分类号：
学科分类号：
摘要：
A new bivariate distribution with modified Weibull distribution as marginals is introduced. The joint survival function, joint probability density function, marginal and conditional probability density functions, moments and moment generating function are derived. The bivariate reliability function, joint hazard rate function, mean waiting time and the reverse hazard rate function of the new bivariate distribution are obtained. The maximum likelihood estimators of the unknown parameters are obtained. A simulation study is conducted to show the performance of the maximum likelihood estimates of the parameters. An application of this distribution to a real data set is illustrated. Bivariate copula function for the new distribution is proposed. © 2018, The Indian Society for Probability and Statistics (ISPS).
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页码：271 / 297
页数：26
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