Author(s):
1. G. G. Hamedani:
Department of Mathematical and Statistical Sciences, Marquette University,,USA
2. Mustafa Ç. Korkmaz:
Department of Measurement and Evaluation, Artvin Çoruh University,Artvin,Turkey
3. Nadeem Shafique Butt:
Department of Family and Community Medicine King Abdul Aziz University,Jeddah, Kingdom of,Saudi Arabia.
4. Haitham M. Yousof:
Departmentof Statistics, Mathematics and Insurance, Benha University,Benha,Egypt
Abstract:
Probability distributions and their families play an effective role in statistical modeling and statistical analysis. Recently, researchers have been increasingly interested in generating new families with high flexibility and low number of milestones. We propose and study a new family of continuous distributions. Relevant properties are presented. Many bivariate versions of the new family are derived under the Farlie-Gumbel-Morgenstern copula, modified Farlie-Gumbel-Morgenstern copula, Clayton copula, entropy copula and Ali-Mikhail-Haq copula. We present two characterizations of the new family. Different estimation methods such as the maximum likelihood estimation, maximum product spacing estimation, least squares estimation, weighted least squares estimation, Anderson-Darling estimation and the Cramer-von Mises estimation methods are considered. Simulation studies for comparing estimation methods are performed based on the baseline Lindley model. Two real data sets are analyzed for comparing the competitive models.
Page(s):
963-983
Published:
Journal: Pakistan Journal of Statistics and Operation Research, Volume: 18, Issue: 4, Year: 2022
Keywords:
Clayton Copula
,
Characterizations
,
maximum likelihood estimation
,
AliMikhailHaq copula
,
AndersonDarling Estimation
,
FarlieGumbelMorgenstern Copula
,
Maximum Product Spacing Estimation
References:
[1] Hamedani G. G.,Korkmaz M. Ç.,Butt N. S.,Yousof H. M. .2022 .The Type II Quasi Lambert G Family of Probability Distributions. Pakistan Journal of Statistics and Operation Research, : .
Citations
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