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A Generator of Bivariate Distributions: Properties, Estimation, and Applications

Author

Listed:
  • Manuel Franco

    (Department of Statistics and Operations Research, University of Murcia, CEIR Campus Mare Nostrum, IMIB-Arrixaca, 30100 Murcia, Spain)

  • Juana-María Vivo

    (Department of Statistics and Operations Research, University of Murcia, CEIR Campus Mare Nostrum, IMIB-Arrixaca, 30100 Murcia, Spain)

  • Debasis Kundu

    (Department of Mathematics and Statistics, Indian Institute of Technology, Kanpur 208016, India)

Abstract

In 2020, El-Morshedy et al. introduced a bivariate extension of the Burr type X generator (BBX-G) of distributions, and Muhammed presented a bivariate generalized inverted Kumaraswamy (BGIK) distribution. In this paper, we propose a more flexible generator of bivariate distributions based on the maximization process from an arbitrary three-dimensional baseline distribution vector, which is of interest for maintenance and stress models, and expands the BBX-G and BGIK distributions, among others. This proposed generator allows one to generate new bivariate distributions by combining non-identically distributed baseline components. The bivariate distributions belonging to the proposed family have a singular part due to the latent component which makes them suitable for modeling two-dimensional data sets with ties. Several distributional and stochastic properties are studied for such bivariate models, as well as for its marginals, conditional distributions, and order statistics. Furthermore, we analyze its copula representation and some related association measures. The EM algorithm is proposed to compute the maximum likelihood estimations of the unknown parameters, which is illustrated by using two particular distributions of this bivariate family for modeling two real data sets.

Suggested Citation

  • Manuel Franco & Juana-María Vivo & Debasis Kundu, 2020. "A Generator of Bivariate Distributions: Properties, Estimation, and Applications," Mathematics, MDPI, vol. 8(10), pages 1-30, October.
    • Handle: RePEc:gam:jmathe:v:8:y:2020:i:10:p:1776-:d:427811
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    References listed on IDEAS

    as
    1. Crescenzo, Antonio Di, 2000. "Some results on the proportional reversed hazards model," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 313-321, December.
    2. Franco, Manuel & Vivo, Juana-Maria & Kundu, Debasis, 2020. "A generalized Freund bivariate model for a two-component load sharing system," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    3. Kundu, Debasis & Franco, Manuel & Vivo, Juana-Maria, 2014. "Multivariate distributions with proportional reversed hazard marginals," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 98-112.
    4. M. S. Eliwa & M. El-Morshedy, 2019. "Bivariate Gumbel-G Family of Distributions: Statistical Properties, Bayesian and Non-Bayesian Estimation with Application," Annals of Data Science, Springer, vol. 6(1), pages 39-60, March.
    5. Franco, Manuel & Vivo, Juana-María, 2010. "A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 491-499, March.
    6. Sarhan, Ammar M. & Apaloo, Joseph, 2013. "Exponentiated modified Weibull extension distribution," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 137-144.
    7. Arne Henningsen & Ott Toomet, 2011. "maxLik: A package for maximum likelihood estimation in R," Computational Statistics, Springer, vol. 26(3), pages 443-458, September.
    8. Kundu, Debasis & Gupta, Rameshwar D., 2009. "Bivariate generalized exponential distribution," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 581-593, April.
    9. Ayman Alzaatreh & Carl Lee & Felix Famoye, 2013. "A new method for generating families of continuous distributions," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 63-79, June.
    10. Sarhan, Ammar M. & Hamilton, David C. & Smith, Bruce & Kundu, Debasis, 2011. "The bivariate generalized linear failure rate distribution and its multivariate extension," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 644-654, January.
    11. Ramesh Gupta & N. Balakrishnan, 2012. "Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 181-191, February.
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