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A bivariate life distribution and notions of negative dependence
Author(s) -
Bhuyan Prajamitra,
Ghosh Shyamal,
Majumder Priyanka,
Mitra Murari
Publication year - 2020
Publication title -
stat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.61
H-Index - 18
ISSN - 2049-1573
DOI - 10.1002/sta4.276
Subject(s) - bivariate analysis , estimator , distribution (mathematics) , mathematics , reliability (semiconductor) , statistical physics , statistics , construct (python library) , econometrics , computer science , physics , mathematical analysis , thermodynamics , power (physics) , programming language
Bivariate life distributions used to model negative dependence typically possess certain limitations; in particular, the correlation coefficient takes values in a restricted subrange of [ − 1 , 0 ] . We construct a new bivariate life distribution to remedy this. Properties of the proposed distribution are studied. It is shown that the distribution satisfies most of the popular notions of negative dependence prevalent in the literature. Stress–strength reliability bounds are obtained, and parameter estimation methodology has been discussed. Performance of the estimators are compared through a simulation study.