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On a new absolutely continuous bivariate generalized exponential distribution

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  • S. Mirhosseini
  • M. Amini
  • D. Kundu
  • A. Dolati

Abstract

In this paper we studied a three-parameter absolutely continuous bivariate distribution whose marginals are generalized exponential distributions. The proposed three-parameter bivariate distribution can be used quite effectively as an alternative to the Block and Basu bivariate exponential distribution. The joint probability density function, the joint cumulative distribution function and its associated copula have simple forms. We derive different properties of this new distribution. The maximum likelihood estimators of the unknown parameters can be obtained by solving simultaneously three non-linear equations. We propose to use EM algorithm to compute the maximum likelihood estimators, which can be implemented quite conveniently. One data set has been analyzed for illustrative purposes. Finally we propose some generalization of the proposed model. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • S. Mirhosseini & M. Amini & D. Kundu & A. Dolati, 2015. "On a new absolutely continuous bivariate generalized exponential distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 61-83, March.
    • Handle: RePEc:spr:stmapp:v:24:y:2015:i:1:p:61-83
    DOI: 10.1007/s10260-014-0276-5
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    References listed on IDEAS

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    5. Muhammad Mohsin & Hannes Kazianka & Jürgen Pilz & Albrecht Gebhardt, 2014. "A new bivariate exponential distribution for modeling moderately negative dependence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(1), pages 123-148, March.
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    Cited by:

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