Abstract
Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this article, we propose an alternative method to construct a new family of bivariate and multivariate weighted distributions. For illustrative purposes, some examples of the proposed method are presented. Several structural properties of the bivariate weighted distributions including marginal distributions together with distributions of the minimum and maximum, evaluation of the reliability parameter, and verification of total positivity of order two are also presented. In addition, we provide some multivariate extensions of the proposed models. A real-life data set is used to show the applicability of these bivariate weighted distributions.
| Original language | English |
|---|---|
| Pages (from-to) | 8897-8912 |
| Number of pages | 16 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 46 |
| Issue number | 18 |
| DOIs | |
| Publication status | Published - Sep 17 2017 |
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Keywords
- Bivariate weighted Pareto II distribution
- increasing and decreasing failure rate
- Laplace transform
- multivariate weighted Pareto II distribution
- total positivity of order two
- weighted distributions
ASJC Scopus subject areas
- Statistics and Probability
Cite this
Construction of bivariate and multivariate weighted distributions via conditioning. / Arnold, Barry C.; Ghosh, Indranil; Alzaatreh, Ayman.
In: Communications in Statistics - Theory and Methods, Vol. 46, No. 18, 17.09.2017, p. 8897-8912.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Construction of bivariate and multivariate weighted distributions via conditioning
AU - Arnold, Barry C.
AU - Ghosh, Indranil
AU - Alzaatreh, Ayman
PY - 2017/9/17
Y1 - 2017/9/17
N2 - Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this article, we propose an alternative method to construct a new family of bivariate and multivariate weighted distributions. For illustrative purposes, some examples of the proposed method are presented. Several structural properties of the bivariate weighted distributions including marginal distributions together with distributions of the minimum and maximum, evaluation of the reliability parameter, and verification of total positivity of order two are also presented. In addition, we provide some multivariate extensions of the proposed models. A real-life data set is used to show the applicability of these bivariate weighted distributions.
AB - Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this article, we propose an alternative method to construct a new family of bivariate and multivariate weighted distributions. For illustrative purposes, some examples of the proposed method are presented. Several structural properties of the bivariate weighted distributions including marginal distributions together with distributions of the minimum and maximum, evaluation of the reliability parameter, and verification of total positivity of order two are also presented. In addition, we provide some multivariate extensions of the proposed models. A real-life data set is used to show the applicability of these bivariate weighted distributions.
KW - Bivariate weighted Pareto II distribution
KW - increasing and decreasing failure rate
KW - Laplace transform
KW - multivariate weighted Pareto II distribution
KW - total positivity of order two
KW - weighted distributions
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UR - http://www.scopus.com/inward/citedby.url?scp=85019566820&partnerID=8YFLogxK
U2 - 10.1080/03610926.2016.1197256
DO - 10.1080/03610926.2016.1197256
M3 - Article
VL - 46
SP - 8897
EP - 8912
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
SN - 0361-0926
IS - 18
ER -