Citation

Eliwa MS, Alhussain ZA, Ahmed EA, Salah MM, Ahmed HH, Morshedy ME. J. Natl. Sci. Found. Sri Lanka 2020; 48(2): e149.

Copyright

(Copyright © 2020, National Science Foundation of Sri Lanka)

DOI

10.4038/jnsfsr.v48i2.8779

PMID

unavailable

Abstract

In this paper, the bivariate extension of the so called Gompertz-G family was introduced and studied in detail. Marshall and Olkin shock model was used to build the proposed bivariate family. The new family was constructed from three independent Gompertz-H families using a minimisation process. Some of its statistical properties such as joint probability density function, coefficient of median correlation, moments, product moment, covariance, conditional probability density function, joint reliability function, stress-strength reliability and joint reversed (hazard) rate function were derived. After introducing the general class, three special models of the new family were discussed. Maximum likelihood method was used to estimate the family parameters. A simulation study was carried out to examine the bias and mean square error of the maximum likelihood estimators. Finally, the importance of the proposed bivariate family was illustrated by means of real dataset, and it was found that the proposed model provides better fit than other well-known models in the statistical literature such as bivariate Gompertz, bivariate generalised Gompertz, bivariate Gumbel Gompertz, bivariate Burr X Gompertz and bivariate exponentiated Weibull-Gomperz.

Language: en