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Fitting Distributions with the Polyhazard Model with Dependence

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  • Rodrigo Tsai
  • Luiz K. Hotta

Abstract

The polyhazard model with dependent causes, first introduced to fit lifetime data, generalized the traditional polyhazard model by allowing the latent causes of failure to be dependent by using copula functions. When modeling lifetime data, marginal distributions are supported on the positive reals. Dropping this restriction, the method generates a rich family of univariate distributions with asymmetries and multiple modes. We show that this new family of distributions is able to approximate other distributions proposed in the literature, such as the generalized beta-generated distributions. These distributions are fitted to three real data sets.

Suggested Citation

  • Rodrigo Tsai & Luiz K. Hotta, 2015. "Fitting Distributions with the Polyhazard Model with Dependence," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(9), pages 1886-1895, May.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:9:p:1886-1895
    DOI: 10.1080/03610926.2012.758745
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