PROPERTIES AND METHODS OF ESTIMATION FOR A BIVARIATE EXPONENTIATED FRECHET DISTRIBUTION

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MetadadosDescriçãoIdioma
Autor(es): dc.contributorKohat Univ Sci & Technol-
Autor(es): dc.contributorTanta Univ-
Autor(es): dc.contributorUniversidade Estadual Paulista (Unesp)-
Autor(es): dc.creatorSaboor, Abdus-
Autor(es): dc.creatorBakouch, Hassan S.-
Autor(es): dc.creatorMoala, Fernando A. [UNESP]-
Autor(es): dc.creatorHussain, Sheraz-
Data de aceite: dc.date.accessioned2022-02-22T00:54:34Z-
Data de disponibilização: dc.date.available2022-02-22T00:54:34Z-
Data de envio: dc.date.issued2021-06-25-
Data de envio: dc.date.issued2021-06-25-
Data de envio: dc.date.issued2020-10-01-
Fonte completa do material: dc.identifierhttp://dx.doi.org/10.1515/ms-2017-0426-
Fonte completa do material: dc.identifierhttp://hdl.handle.net/11449/208847-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/11449/208847-
Descrição: dc.descriptionIn this paper, a bivariate extension of exponentiated Frechet distribution is introduced, namely a bivariate exponentiated Frechet (BvEF) distribution whose marginals are univariate exponentiated Frechet distribution. Several properties of the proposed distribution are discussed, such as the joint survival function, joint probability density function, marginal probability density function, conditional probability density function, moments, marginal and bivariate moment generating functions. Moreover, the proposed distribution is obtained by the Marshall-Olkin survival copula. Estimation of the parameters is investigated by the maximum likelihood with the observed information matrix. In addition to the maximum likelihood estimation method, we consider the Bayesian inference and least square estimation and compare these three methodologies for the BvEF. A simulation study is carried out to compare the performance of the estimators by the presented estimation methods. The proposed bivariate distribution with other related bivariate distributions are fitted to a real-life paired data set. It is shown that, the BvEF distribution has a superior performance among the compared distributions using several tests of goodness of fit. (C) 2020 Mathematical Institute Slovak Academy of Sciences-
Descrição: dc.descriptionKohat Univ Sci & Technol, Inst Numer Sci, Kohat 26000, Pakistan-
Descrição: dc.descriptionTanta Univ, Fac Sci, Dept Math, Tanta, Egypt-
Descrição: dc.descriptionState Univ Sao Paulo, Dept Stat, Sao Paulo, Brazil-
Descrição: dc.descriptionState Univ Sao Paulo, Dept Stat, Sao Paulo, Brazil-
Formato: dc.format1211-1230-
Idioma: dc.languageen-
Publicador: dc.publisherWalter De Gruyter Gmbh-
Relação: dc.relationMathematica Slovaca-
???dc.source???: dc.sourceWeb of Science-
Palavras-chave: dc.subjectCopula-
Palavras-chave: dc.subjectexponentiated Frechet distribution-
Palavras-chave: dc.subjectmaximum likelihood estimators-
Palavras-chave: dc.subjectFisher information matrix-
Palavras-chave: dc.subjectBayesian inference-
Palavras-chave: dc.subjectleast squares method-
Título: dc.titlePROPERTIES AND METHODS OF ESTIMATION FOR A BIVARIATE EXPONENTIATED FRECHET DISTRIBUTION-
Tipo de arquivo: dc.typelivro digital-
Aparece nas coleções:Repositório Institucional - Unesp

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