On a new absolutely continuous bivariate generalized exponential distribution

S. Mirhosseini, M. Amini, D. Kundu and A. Dolati ()

Statistical Methods & Applications, 2015, vol. 24, issue 1, 83 pages

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

Keywords: Generalized exponential; Bivariate exponential distribution; Dependence; Measure of association; EM algorithm; Primary 62E15; Secondary 62H10 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10260-014-0276-5

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