The Cambanis family of bivariate distributions: Properties and applications

N. Unnikrishnan Nair (), Johny Scaria () and Sithara Mohan ()
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N. Unnikrishnan Nair: Cochin University of Science and Technology - India
Johny Scaria: Mahatma Gandhi University, Kerala - India
Sithara Mohan: Nirmala College, Muvattupuzha - India

Statistica, 2016, vol. 76, issue 2, 169-184

Abstract: The Cambanis family of bivariate distributions was introduced as a generalization of the Farlie-Gumbel-Morgenstern system. The present work is an attempt to investigate the distributional characteristics and applications of the family. We derive various coecients of association, dependence concepts and time-dependent measures. Bivariate reliability functions such as hazard rates and mean residual life functions are analysed. The application of the family as a model for bivariate lifetime data is also demonstrated.

Keywords: Bivariate Cambanis family; association measures; total positivity; bivariate hazard rates; bivariate mean residual life; series and parallel systems (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:76:y:2016:i:2:p:169-184

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