Modified Sarhan-Balakrishnan singular bivariate distribution

作者：Kundu Debasis^*; Gupta Rameshwar D

来源：Journal of Statistical Planning and Inference, 2010, 140(2): 526-538.

DOI：10.1016/j.jspi.2009.07.026

• Generalized exponential distribution
• Absolute continuous distribution
• EM algorithm
• Hazard function
• Monte Carlo simulation

Recently Sarhan and Balakrishnan [2007. A new class of bivariate distribution and its mixture. journal of Multivariate Analysis 98, 1508-1527] introduced anew bivariate distribution using generalized exponential and exponential distributions. They discussed several interesting properties of this new distribution, Unfortunately, they did not discuss any estimation procedure of the unknown parameters. in this paper using the similar idea as of Sarhan and Balakrishnan [2007. A new class of bivariate distribution and its mixture. journal of Multivariate Analysis 98, 1508-1527], we have proposed a singular bivariate distribution, which has an extra shape parameter. It is observed that the marginal distributions of the proposed bivariate distribution are more flexible than the corresponding marginal distributions of the Marshall-Olkin bivariate exponential distribution, Sarhan-Balakrishnan's bivariate distribution or the bivariate generalized exponential distribution. Different properties of this new distribution have been discussed. We provide the maximum likelihood estimators of the unknown parameters using EM algorithm. We reported some simulation results and performed two data analysis for illustrative purposes. Finally we propose some generalizations of this bivariate model.

• 出版日期2010-2