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315893

Bivariate Generalized Rayleigh Distribution Based on Clayton Copula

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Last updated: 05 Jan 2025

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Abstract

The bivariate generalized Rayleigh distribution is an important lifetime distribution in survival analysis. In this paper, Clayton copula and generalized Rayleigh marginal distribution are used for creating bivariate distribution which are called bivariate generalized Rayleigh based on Clayton copula (Clayton-BGR) distribution. The reliability function and hazard function were obtained for bivariate generalized Rayleigh distribution. Two different estimation methods for the unknown parameters of the Clayton-BGR model were discussed.To evaluate the performance of the estimators, a Monte Carlo simulation study was conducted to compare the efficiency between the Clayton-BGR and anther models. Also, a real data set is analyzed to investigate the models and useful results are obtained for illustrative purposes.

DOI

10.21608/esju.2021.315893

Keywords

Generalized Rayleigh Distribution, Clayton copula, Maximum likelihood estimation, Inference Function for Margins, Monte Carlo Simulations

Volume

65

Article Issue

1

Related Issue

35281

Issue Date

2021-06-01

Receive Date

2021-02-04

Publish Date

2021-06-01

Page Start

1

Page End

17

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315893.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315893

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1

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Bivariate Generalized Rayleigh Distribution Based on Clayton Copula

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Article

Created At

28 Dec 2024