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Bivariate Kumaraswamy distribution: properties and a new method to generate bivariate classes.
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- Author(s): Barreto-Souza, Wagner; Lemonte, ArturJ.
- Source:
Statistics; Dec2013, Vol. 47 Issue 6, p1321-1342, 22p- Subject Terms:
- Source:
- Additional Information
- Abstract: In this paper, we introduce a bivariate Kumaraswamy (BVK) distribution whose marginals are Kumaraswamy distributions. The cumulative distribution function of this bivariate model has absolutely continuous and singular parts. Representations for the cumulative and density functions are presented and properties such as marginal and conditional distributions, product moments and conditional moments are obtained. We show that the BVK model can be obtained from the Marshall and Olkin survival copula and obtain a tail dependence measure. The estimation of the parameters by maximum likelihood is discussed and the Fisher information matrix is determined. We propose an EM algorithm to estimate the parameters. Some simulations are presented to verify the performance of the direct maximum-likelihood estimation and the proposed EM algorithm. We also present a method to generate bivariate distributions from our proposed BVK distribution. Furthermore, we introduce a BVK distribution which has only an absolutely continuous part and discuss some of its properties. Finally, a real data set is analysed for illustrative purposes. [ABSTRACT FROM AUTHOR]
- Abstract:
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