On a Bivariate XGamma Distribution Derived from Copula

Authors

  • Mohammed Abulebda Central University of Rajasthan, Ajmer, India https://orcid.org/0000-0002-9141-4879
  • Ashok Kumar Pathak Central University of Panjab, Bathinda, India
  • Arvind Pandey Central University of Rajasthan, Ajmer, India
  • Shikhar Tyagi Central University of Rajasthan, Ajmer, India

DOI:

https://doi.org/10.6092/issn.1973-2201/12293

Keywords:

Bivariate XGamma distribution, Copulas, FGM copula, Maximum likelihood estimate, Inference function of margin

Abstract

In 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.

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Published

2022-07-12

How to Cite

Abulebda, M., Pathak, A. K., Pandey, A., & Tyagi, S. (2022). On a Bivariate XGamma Distribution Derived from Copula. Statistica, 82(1), 15–40. https://doi.org/10.6092/issn.1973-2201/12293

Issue

Vol. 82 No. 1 (2022)

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Articles

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