Construction of bivariate and multivariate weighted distributions via conditioning

Barry C. Arnold, Indranil Ghosh, Ayman Alzaatreh

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)8897-8912
Number of pages16
JournalCommunications in Statistics - Theory and Methods
Volume46
Issue number18
DOIs
Publication statusPublished - Sep 17 2017

Keywords

  • Bivariate weighted Pareto II distribution
  • Laplace transform
  • increasing and decreasing failure rate
  • multivariate weighted Pareto II distribution
  • total positivity of order two
  • weighted distributions

ASJC Scopus subject areas

  • Statistics and Probability

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