文章基本信息

标题：On a Bivariate XGamma Distribution Derived from Copula
本地全文：下载
作者：Mohammed Abulebda ; Ashok Kumar Pathak ; Arvind Pandey 等
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：2022
卷号：82
期号：1
页码：15-40
DOI：10.6092/issn.1973-2201/12293
语种：English
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：In this paper, a new bivariate XGamma (BXG) distribution is presented using Farlie-Gumbel-Morgenstern (FGM) copula. We derive the expressions for conditional distribution, regression function and product moments for the BXG distribution. Concept of reliability and various measures of local dependence are also studied for the proposed model. Furthermore, estimation of the parameters of the BXG distribution is obtained through maximum likelihood estimation and inference function of margin estimation procedures. Finally, an application of the same is also demonstrated to a real data set.