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Bivariate Generalized Rayleigh Distribution Based on Clayton Copula

The bivariate generalized Rayleigh distribution is an important lifetime distribution in survival analysis. In this paper, Clayton copula and generalized Rayleigh marginal distribution are used for creating bivariate distribution which are called bivariate generalized Rayleigh based on Clayton copul...

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Principais autores: Ehab M. Almetwally, El-Sayed El Sherpieny
Format: Artigo
Sprog:Inglês
Udgivet: Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR) 2021-06-01
Serier:The Egyptian Statistical Journal
Fag:
Clayton copula
Generalized Rayleigh distribution
Maximum likelihood estimation
Inference function for margins
Monte Carlo simulations
Online adgang:https://esju.journals.ekb.eg/article_315893_41b5d89162ea964dd2223673b104d174.pdf
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