ON A BIVARIATE XGAMMA DISTRIBUTION DERIVED FROM COPULA

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dc.contributor.authorAbulebda, Mohammed
dc.contributor.authorPathak, Ashok Kumar
dc.contributor.authorPandey, Arvind
dc.contributor.authorTyagi, Shikhar
dc.date.accessioned2024-01-21T10:35:42Z
dc.date.accessioned2024-08-13T11:17:04Z
dc.date.available2024-01-21T10:35:42Z
dc.date.available2024-08-13T11:17:04Z
dc.date.issued2022-07-12T00:00:00
dc.description.abstractIn this paper, a new bivariate XGamma (BXG) distribution is presented using Farlie-Gumbel-Morgenstern (FGM) copula. We derive the expressions for conditional distribution, regression function and product moments for the BXG distribution. Concept of reliability and various measures of local dependence are also studied for the proposed model. Furthermore, estimation of the parameters of the BXG distribution is obtained through maximum likelihood estimation and inference function of margin estimation procedures. Finally, an application of the same is also demonstrated to a real data set. � 2022 University of Bologna. All rights reserved.en_US
dc.identifier.doi10.6092/issn.1973-2201/12293
dc.identifier.issn0390590X
dc.identifier.urihttp://10.2.3.109/handle/32116/3413
dc.identifier.urlhttps://doi.org/10.6092/issn.1973-2201/12293
dc.language.isoen_USen_US
dc.publisherUniversity of Bolognaen_US
dc.subjectBivariate XGamma distributionen_US
dc.subjectCopulasen_US
dc.subjectFGM copulaen_US
dc.subjectInference function of marginen_US
dc.subjectMaximum likelihood estimateen_US
dc.titleON A BIVARIATE XGAMMA DISTRIBUTION DERIVED FROM COPULAen_US
dc.title.journalStatisticaen_US
dc.typeArticleen_US
dc.type.accesstypeClosed Accessen_US

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