Department of Statistics, Mathematics, and Insurance, Benha University, Benha, Egypt.
Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah, Saudi Arabia.
PLoS One. 2023 Mar 8;18(3):e0282581. doi: 10.1371/journal.pone.0282581. eCollection 2023.
In this paper, a bivariate power Lomax distribution based on Farlie-Gumbel-Morgenstern (FGM) copulas and univariate power Lomax distribution is proposed, which is referred to as BFGMPLx. It is a significant lifetime distribution for modeling bivariate lifetime data. The statistical properties of the proposed distribution, such as conditional distributions, conditional expectations, marginal distributions, moment-generating functions, product moments, positive quadrant dependence property, and Pearson's correlation, have been studied. The reliability measures, such as the survival function, hazard rate function, mean residual life function, and vitality function, have also been discussed. The parameters of the model can be estimated through maximum likelihood and Bayesian estimation. Additionally, asymptotic confidence intervals and credible intervals of Bayesian's highest posterior density are computed for the parameter model. Monte Carlo simulation analysis is used to estimate both the maximum likelihood and Bayesian estimators.
本文提出了一种基于 Farlie-Gumbel-Morgenstern (FGM) Copulas 和单变量幂 Lomax 分布的二元幂 Lomax 分布,称为 BFGMPLx。它是一种用于对二元寿命数据进行建模的重要寿命分布。研究了所提出的分布的统计特性,如条件分布、条件期望、边际分布、矩生成函数、乘积矩、正象限相依性和 Pearson 相关系数。还讨论了可靠性度量,如生存函数、风险率函数、平均剩余寿命函数和活力函数。通过最大似然法和贝叶斯估计可以估计模型的参数。此外,还计算了参数模型贝叶斯最大后验密度的渐近置信区间和可信区间。通过蒙特卡罗模拟分析来估计最大似然和贝叶斯估计器。