Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution

被引：9

作者：

Franco, Manuel ^{[2
]}

Kundu, Debasis ^{[1
]}

Vivo, Juana-Maria ^{[3
]}

机构：

[1] Indian Inst Technol, Dept Math & Stat, Kanpur 208016, Uttar Pradesh, India

[2] Univ Murcia, Dept Stat & Operat Res, E-30100 Murcia, Spain

[3] Univ Murcia, Dept Quantitat Methods Econ, E-30100 Murcia, Spain

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 11期

关键词：

Generalized exponential distribution; Maximum likelihood estimator; Multivariate failure rate; Hazard gradient; EM algorithm; Singular distribution; PARTIALLY-COMPLETE TIME; EM ALGORITHM; FAILURE DATA; DEPENDENCE;

D O I：

10.1016/j.jspi.2011.03.017

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Recently Kundu and Gupta [2010, Modified Sarhan-Balakrishnan singular bivariate distribution, Journal of Statistical Planning and Inference, 140, 526-538] introduced the modified Sarhan-Balakrishnan bivariate distribution and established its several properties. In this paper we provide a multivariate extension of the modified Sarhan-Balakrishnan bivariate distribution. It is a distribution with a singular part. Different ageing and dependence properties of the proposed multivariate distribution have been established. The moment generating function, the product moments can be obtained in terms of infinite series. The multivariate hazard rate has been obtained. We provide the EM algorithm to compute the maximum likelihood estimators and an illustrative example is performed to see the effectiveness of the proposed method. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：3400 / 3412

页数：13

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