• Title/Summary/Keyword: Bivariate gamma exponential distribution

Search Result 3, Processing Time 0.02 seconds

THE BIVARIATE GAMMA EXPONENTIAL DISTRIBUTION WITH APPLICATION TO DROUGHT DATA

  • Nadarajah, Saralees
    • Journal of applied mathematics & informatics
    • /
    • v.24 no.1_2
    • /
    • pp.221-230
    • /
    • 2007
  • The exponential and the gamma distributions have been the traditional models for drought duration and drought intensity data, respectively. However, it is often assumed that the drought duration and drought intensity are independent, which is not true in practice. In this paper, an application of the bivariate gamma exponential distribution is provided to drought data from Nebraska. The exact distributions of R=X+Y, P=XY and W=X/(X+Y) and the corresponding moment properties are derived when X and Y follow this bivariate distribution.

A new class of bivariate distributions with exponential and gamma conditionals

  • Gharib, M.;Mohammed, B.I.
    • International Journal of Reliability and Applications
    • /
    • v.15 no.2
    • /
    • pp.111-123
    • /
    • 2014
  • A new class of bivariate distributions is derived by specifying its conditionals as the exponential and gamma distributions. Some properties and relations with other distributions of the new class are studied. In particular, the estimation of parameters is considered by the methods of maximum likelihood and pseudolikelihood of a special case of the new class. An application using a real bivariate data is given for illustrating the flexibility of the new class in this context, and, also, for comparing the estimation results obtained by the maximum likelihood and pseudolikelihood methods.

  • PDF

A Study on Estimators of Parameters and Pr[X < Y] in Marshall and Olkin's Bivariate Exponential Model

  • Kim, Jae Joo;Park, Eun Sik
    • Journal of Korean Society for Quality Management
    • /
    • v.18 no.2
    • /
    • pp.101-116
    • /
    • 1990
  • The objectives of this thesis are : first, to estimate the parameters and Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution ; and secondly, to compare the Bayes estimators of Pr[X < Y] with maximum likelihood estimator of Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution. Through the Monte Carlo Simulation, we observed that the Bayes estimators of Pr[X < Y] perform better than the maximum likelihood estimator of Pr[X < Y] and the Bayes estimator of Pr[X < Y] with gamma prior distribution performs better than with vague prior distribution with respect to bias and mean squared error in the Marshall and Olkin's Bivariate Exponential Distribution.

  • PDF