The Cambanis family of bivariate distributions: Properties and applications

The Cambanis family of bivariate distributions was introduced as a generalization of the Farlie-Gumbel-Morgenstern system. The present work is an attempt to investigate the distributional characteristics and applications of the family. We derive various coecients of association, dependence concepts...

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Bibliographic Details
Published in:Statistica (Bologna) 2016-01, Vol.76 (2), p.169-184
Main Authors: N Unnikrishnan Nair, Scaria, Johny, Mohan, Sithara
Format: Article
Language:English
Subjects:
association measures
Bivariate Cambanis family
bivariate hazard rates
bivariate mean residual life
Economic models
series and parallel systems
total positivity
Online Access:Get full text
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Summary:The Cambanis family of bivariate distributions was introduced as a generalization of the Farlie-Gumbel-Morgenstern system. The present work is an attempt to investigate the distributional characteristics and applications of the family. We derive various coecients of association, dependence concepts and time-dependent measures. Bivariate reliability functions such as hazard rates and mean residual life functions are analysed. The application of the family as a model for bivariate lifetime data is also demonstrated.
ISSN:0390-590X
1973-2201
DOI:10.6092/issn.1973-2201/6159