A new bivariate lifetime distribution: properties, estimations and its extension

• Published in: Communications in statistics. Simulation and computation Vol. 53; no. 2; pp. 879 - 896
• Main Authors: Sarhan, Ammar M., Apaloo, Joseph, Kundu, Debasis
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 01.02.2024; Taylor & Francis Ltd
• Subjects: Bayes; Bivariate analysis; Competing risks models; Distribution functions; Marshal-Olkin; Maximum likelihood; Maximum likelihood estimators; Multivariate distribution; Numerical methods; Parameters; Reliability
• ISSN: 0361-0918; 1532-4141
• DOI: 10.1080/03610918.2022.2034866

In this paper a new bivariate lifetime distribution is introduced. Its marginal distribution functions follow two-parameter Chen distribution, which has a bathtub shaped or increasing hazard rate functions. The proposed distribution, which we call a bivariate Chen distribution (BCD), is of Marshall-Olkin type and it is a singular distribution. Several properties of this proposed distribution are discussed. The BCD distribution has four unknown parameters. The maximum likelihood (ML) method and the Bayes techniques are used to estimate the unknown parameters. The maximum likelihood estimators or the Bayes estimators cannot be obtained in closed form. Numerical methods have been used in both cases. A real data set is analyzed using the proposed distribution for illustrative and comparison purposes. An application to dependent competing risks data is discussed, and finally we have extended the BCD to the multivariate case.