An absolutely continuous bivariate Topp-Leone distribution: A useful model on a bounded domain

作者：Genc Ali I^*

来源：Communications in Statistics - Theory and Methods, 2017, 46(19): 9726-9742.

DOI：10.1080/03610926.2016.1218026

• Bivariate exchangeable distribution
• Clayton copula
• distribution with bounded support
• maximum-likelihood estimation

We introduce an absolutely continuous bivariate generalization of the Topp-Leone distribution, which is a special member of the proportional reversed hazard family using a one-parameter bivariate exchangeable distribution. We show that a copula approach could also be used in defining the bivariate Topp-Leone distribution. The marginal distributions of the new bivariate distribution have also Topp-Leone distributions. We study its distributional and dependence properties. We estimate the parameters by maximum-likelihood procedure, perform a simulation study on the estimators, and apply them to a real data set. Furthermore, we give a way of generating bivariate distributions using the proposed distribution.

• 出版日期2017