Construction of two new general classes of bivariate distributions based on stochastic orders
- 주제(키워드) Bivariate lack of memory property , Characterization , Likelihood ratio order , Parametric family , Usual stochastic order
- 등재 SCIE, SCOPUS
- 발행기관 Academic Press Inc.
- 발행년도 2015
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000119272
- 본문언어 영어
- Published As http://dx.doi.org/10.1016/j.jmva.2015.08.003
- 저작권 이화여자대학교 논문은 저작권에 의해 보호받습니다.
초록/요약
In this paper, based on the concepts of stochastic orders, we propose two new general classes of bivariate distributions. The usual stochastic order and likelihood ratio order are applied to construct the classes. The joint distributions in each class are derived. It will be seen that the obtained formulas for the joint distributions are very simple and easy to apply. Then, the relationships between the classes are discussed and characterized. We illustrate the practical usefulness of the proposed classes by showing that a number of new families of bivariate distributions can be generated from the classes. Furthermore, to illustrate practical relevance, we apply several developed models to analyze a real bivariate failure time data set. © 2015 Elsevier Inc.
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