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Ass. Lect. abdelrahman mahmoud abdelsalam khedr :: Publications:

Title:
A New Two-parameter Compound G Family: Copulas, Properties and Applications
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.

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