双变量离散林德利分布及其应用

Yasser Amer, Dina H. Abdelhady, R. Shalabi
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引用次数: 0

摘要

本文利用 Farlie-Gumbel-Morgenstern copula 从离散林德利分布推导出一个双变量离散林德利分布。本文研究了该分布的一些性质,如概率生成函数、条件分布、皮尔逊相关性和可靠性参数。为了估计该分布的参数,提出了三种估计方法。矩法、最大似然估计法和两步最大似然法。最后,对真实数据进行了模拟研究和实际应用,以说明所建议的分布在这些数据上的适当性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Bivariate Discrete Lindley Distribution and Applications
In this paper a bivariate discrete Lindley distribution has been derived from a discrete Lindely distribution using Farlie-Gumbel-Morgenstern copula. Some properties of this distribution such as probability generating function, conditional distributions, Pearson's correlation andreliability parameter are studied. To estimate the parameters of the distribution, three methods of estimation were presented. Method of moments, maximum likelihood estimation and two-step maximum likelihood. Finally, simulation study and a practical application were made on real data to show the appropriateness of the proposed distribution on these data.
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