A BIVARIATE KUMARASWAMY-EXPONENTIAL DISTRIBUTION WITH APPLICATION

In this paper, we introduce a new bivariate Kumaraswamy exponential distribution, whose marginals are univariate Kumaraswamy exponential. Some probabilistic properties of this bivariate distribution are derived, such as joint density function, marginal density functions, conditional density function...

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Detalles Bibliográficos
Autores: Bakouch, Hassan S., Moala, Fernando A. [UNESP], Saboor, Abdus, Samad, Haniya
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2019
País:Brasil
Institución:Universidade Estadual Paulista (UNESP)
Repositorio:Repositório Institucional da UNESP
Idioma:inglés
OAI Identifier:oai:repositorio.unesp.br:11449/194888
Acceso en línea:http://dx.doi.org/10.1515/ms-2017-0300
http://hdl.handle.net/11449/194888
Access Level:acceso abierto
Palabra clave:bivariate Kumaraswamy-exponential distribution
marginal and conditional density functions
moments
stress-strength
maximum likelihood
Fisher information matrix
Bayesian estimation
Descripción
Sumario:In this paper, we introduce a new bivariate Kumaraswamy exponential distribution, whose marginals are univariate Kumaraswamy exponential. Some probabilistic properties of this bivariate distribution are derived, such as joint density function, marginal density functions, conditional density functions, moments and stress-strength reliability. Also, we provide the expected information matrix with its elements in a closed form. Estimation of the parameters is investigated by the maximum likelihood, Bayesian and least squares estimation methods. A simulation study is carried out to compare the performance of the estimators by estimation methods. Further, one data set have been analyzed to show how the proposed distribution works in practice. (C) 2019 Mathematical Institute Slovak Academy of Sciences