Bivariate Gumbel-G Family of Distributions: Statistical Properties, Bayesian and Non-Bayesian Estimation with Application

M. S. Eliwa () and M. El-Morshedy ()
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M. S. Eliwa: Mansoura University
M. El-Morshedy: Mansoura University

Annals of Data Science, 2019, vol. 6, issue 1, No 3, 39-60

Abstract: Abstract In this paper, a new class of bivariate distributions called the bivariate Gumbel-G family is proposed, whose marginal distributions are Gumbel-G families. Several of its statistical properties are derived. After introducing the general class, a special model of the new family is discussed in-detail. Bayesian and maximum likelihood techniques are used to estimate the model parameters. Simulation study is carried out to examine the bias and mean square error of Bayesian and maximum likelihood estimators. Finally, a real data set is analyzed for illustrative the flexibility of the proposed bivariate family.

Keywords: Gumbel-G family of distributions; Bivariate distributions; Bayesian estimation; Maximum likelihood estimation; Simulation (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/s40745-018-00190-4

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