A Bivariate Discrete Lindley Distribution and Applications | ||||
المجلة العلمية للدراسات والبحوث المالية والتجارية | ||||
Volume 5, Issue 2 - Serial Number 1, July 2024, Page 427-452 PDF (2.28 MB) | ||||
Document Type: المقالة الأصلية | ||||
DOI: 10.21608/cfdj.2024.247224.1885 | ||||
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Authors | ||||
Yasser Amer![]() ![]() ![]() ![]() | ||||
11Cairo Higher Institutes in Mokattam | ||||
2Tanta University | ||||
3The Higher Institute of Managerial Science, 6th of October, Egypt | ||||
Abstract | ||||
In this paper a bivariate discrete Lindley distribution has been derived from a discrete Lindely distribution using Farlie-Gumbel-Morgenstern copula. Some properties of this distribution such as probability generating function, conditional distributions, Pearson's correlation andreliability parameter are studied. To estimate the parameters of the distribution, three methods of estimation were presented. Method of moments, maximum likelihood estimation and two-step maximum likelihood. Finally, simulation study and a practical application were made on real data to show the appropriateness of the proposed distribution on these data. In this paper a bivariate discrete Lindley distribution has been derived from a discrete Lindely distribution using Farlie-Gumbel-Morgenstern copula. Some properties of this distribution such as probability generating function, conditional distributions, Pearson's correlation andreliability parameter are studied. To estimate the parameters of the distribution, three methods of estimation were presented. Method of moments, maximum likelihood estimation and two-step maximum likelihood. Finally, simulation study and a practical application were made on real data to show the appropriateness of the proposed distribution on these data. | ||||
Keywords | ||||
Lindely distribution; Bivariate distribution; Discrete distribution; Maximum likelihood estimation; Method of | ||||
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