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On a bivariate generalized inverted Kumaraswamy distribution

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  • Muhammed, Hiba Z.

Abstract

In this paper, a bivariate generalized inverted Kumaraswamy distribution is presented. Different properties of this distribution are discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance–covariance matrix are obtained. Bayesian estimators are also obtained for the unknown parameters of this model explicitly. Some simulations to see the performances of the MLEs are performed. One data analysis also has been performed for illustrative purpose.

Suggested Citation

  • Muhammed, Hiba Z., 2020. "On a bivariate generalized inverted Kumaraswamy distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
  • Handle: RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300819
    DOI: 10.1016/j.physa.2020.124281
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    References listed on IDEAS

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    1. Kundu, Debasis & Gupta, Arjun K., 2013. "Bayes estimation for the Marshall–Olkin bivariate Weibull distribution," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 271-281.
    2. 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.
    3. Kundu, Debasis & Gupta, Rameshwar D., 2009. "Bivariate generalized exponential distribution," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 581-593, April.
    4. Sarhan, Ammar M. & Balakrishnan, N., 2007. "A new class of bivariate distributions and its mixture," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1508-1527, August.
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