Bivariate Beta and Kumaraswamy Models Developed Using the Arnold-Ng Bivariate Beta Distribution

UNCW Author/Contributor (non-UNCW co-authors, if there are any, appear on document)
Ghosh, Indranil (Creator)
The University of North Carolina Wilmington (UNCW )
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Abstract: In this paper we explore some mechanisms for constructing bivariate and multivari- ate beta and Kumaraswamy distributions. Specifically, we focus our attention on the Arnold-Ng (2011) eight parameter bivariate beta model. Several models in the literature are identified as special cases of this distribution including the Jones-Olkin- Liu-Libby-Novick bivariate beta model, and certain Kotz and Nadarajah bivariate beta models among others. The utility of such models in constructing bivariate Ku- maraswamy models is investigated. Structural properties of such derived models are studied. Parameter estimation for the models is also discussed. For illustrative pur- poses, a real life data set is considered to exhibit the applicability of these models in comparison with rival bivariate beta and Kumaraswamy models.

Additional Information

Language: English
Date: 2017
bivariate beta, second kind beta distribution, gamma components, copulas, bivariate Kumaraswamy models.

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