The Cambanis family of bivariate distributions: Properties and applications

Authors

  • N. Unnikrishnan Nair Cochin University of Science and Technology
  • Johny Scaria Mahatma Gandhi University, Kotttayam - Kerala
  • Sithara Mohan Nirmala College, Muvattupuzha

DOI:

https://doi.org/10.6092/issn.1973-2201/6159

Keywords:

Bivariate Cambanis family, association measures, total positivity, bivariate hazard rates, bivariate mean residual life, series and parallel systems

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.

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Published

2016-06-30

How to Cite

Nair, N. U., Scaria, J., & Mohan, S. (2016). The Cambanis family of bivariate distributions: Properties and applications. Statistica, 76(2), 169–184. https://doi.org/10.6092/issn.1973-2201/6159

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