A new bivariate exponential distribution for modeling moderately negative dependence

Muhammad Mohsin (), Hannes Kazianka (), Jürgen Pilz () and Albrecht Gebhardt ()

Statistical Methods & Applications, 2014, vol. 23, issue 1, 123-148

Abstract: This paper introduces a new bivariate exponential distribution, called the Bivariate Affine-Linear Exponential distribution, to model moderately negative dependent data. The construction and characteristics of the proposed bivariate distribution are presented along with estimation procedures for the model parameters based on maximum likelihood and objective Bayesian analysis. We derive Jeffreys prior and discuss its frequentist properties based on a simulation study and MCMC sampling techniques. A real data set of mercury concentration in largemouth bass from Florida lakes is used to illustrate the methodology. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Bivariate exponential distribution; Copula; Jeffreys prior; Largemouth bass; Mercury concentration (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10260-013-0246-3

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