A new bivariate distribution with weighted exponential marginals and its multivariate generalization

摘要

Gupta andKundu (Statistics 43:621–643, 2009) recently introduced a new class of weighted exponential distribution. It is observed that the proposed weighted exponential distribution is very flexible and can be used quite effectively to analyze skewed data. In this paper we propose a new bivariate distribution with the weighted exponentialmarginals. Different properties of this newbivariate distribution have beeninvestigated. This new family has three unknown parameters, and it is observed that the maximum likelihood estimators of the unknown parameters can be obtained by solving a one-dimensional optimization procedure.We obtain the asymptotic distribution of the maximum likelihood estimators. Small simulation experiments have been performed to see the behavior of the maximum likelihood estimators, and one dataanalysis has been presented for illustrative purposes. Finally we discuss the multivariate generalization of the proposed model.