A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model

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Exponential Distribution and Its Applications in Dependent Competing Risks Model</title> <meta name="description" content="A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model"> <meta name="keywords" content="Block and Basu bivariate distributions, competing risks, EM algorithm, Marshall-Olkin bivariate exponential distribution, maximum likelihood estimators"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav 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class="card"> <div class="card-body"><strong>Paper Count:</strong> 87356</div> </div> </div> </div> <div class="card publication-listing mt-3 mb-3"> <h5 class="card-header" style="font-size:.9rem">A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fatemah%20A.%20Alqallaf">Fatemah A. Alqallaf</a>, <a href="https://publications.waset.org/abstracts/search?q=Debasis%20Kundu"> Debasis Kundu</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The aim of this paper is to introduce a bivariate inverse generalized exponential distribution which has a singular component. The proposed bivariate distribution can be used when the marginals have heavy-tailed distributions, and they have non-monotone hazard functions. Due to the presence of the singular component, it can be used quite effectively when there are ties in the data. Since it has four parameters, it is a very flexible bivariate distribution, and it can be used quite effectively for analyzing various bivariate data sets. Several dependency properties and dependency measures have been obtained. The maximum likelihood estimators cannot be obtained in closed form, and it involves solving a four-dimensional optimization problem. To avoid that, we have proposed to use an EM algorithm, and it involves solving only one non-linear equation at each `E'-step. Hence, the implementation of the proposed EM algorithm is very straight forward in practice. Extensive simulation experiments and the analysis of one data set have been performed. We have observed that the proposed bivariate inverse generalized exponential distribution can be used for modeling dependent competing risks data. One data set has been analyzed to show the effectiveness of the proposed model. <iframe src="https://publications.waset.org/abstracts/122524.pdf" style="width:100%; height:400px;" frameborder="0"></iframe> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Block%20and%20Basu%20bivariate%20distributions" title="Block and Basu bivariate distributions">Block and Basu bivariate distributions</a>, <a href="https://publications.waset.org/abstracts/search?q=competing%20risks" title=" competing risks"> competing risks</a>, <a href="https://publications.waset.org/abstracts/search?q=EM%20algorithm" title=" EM algorithm"> EM algorithm</a>, <a href="https://publications.waset.org/abstracts/search?q=Marshall-Olkin%20bivariate%20exponential%20distribution" title=" Marshall-Olkin bivariate exponential distribution"> Marshall-Olkin bivariate exponential distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimators" title=" maximum likelihood estimators"> maximum likelihood estimators</a> </p> <a href="https://publications.waset.org/abstracts/122524/a-bivariate-inverse-generalized-exponential-distribution-and-its-applications-in-dependent-competing-risks-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/122524.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">143</span> </span> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> 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A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model