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Ass. Lect. abdelrahman mahmoud abdelsalam khedr :: Publications: |
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| Title: | A New Two-parameter Compound G Family: Copulas, Properties and Applications
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| Authors: | AM Khedr, ZM Nofal, YM El-Gebaly |
| Year: | 2021 |
| Keywords: | Poisson Family, Order Statistics, Farlie-Gumbel-Morgenstern, Topp Leone Family, Maximum Likelihood Estimation, Clayton copula, Generating Function, Moments, Ali-Mikhail-Haq copula |
| Journal: | International Journal of Probability and Statistics |
| Volume: | 10 |
| Issue: | 2 |
| Pages: | 46-62 |
| Publisher: | Not Available |
| Local/International: | International |
| Paper Link: | |
| Full paper | abdelrahman mahmoud abdelsalam khedr_10.5923.j.ijps.20211002.02.pdf |
| Supplementary materials | Not Available |
| Abstract: |
In the work, we propose and study a new two-parameter compound G family of continuous distributions. Relevant statistical properties are mathematically derived. Many new G families of bivariate distributions are presented using Renyi's copula, Clayton copula, Ali-Mikhail-Haq copula, Farlie-Gumbel-Morgenstern copula, and modified Farlie-Gumbel-Morgenstern copula. Based on a special case we presented a new Lomax extension and studied its relevant statistical properties. The maximum likelihood method is used and employed for estimating the model parameters. Two applications to real-life data sets are presented for illustrating the superiority of the new family. |
