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Some Properties of Bivariate Modified Weibull Distribution with Competing Risk Application |
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PP: 125-148 |
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doi:10.18576/jsapl/120302
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Author(s) |
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Sanjay Kumar,
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Abstract |
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| El-Bassiouny et al. [1] introduced a flexible distribution, the Marshall-Olkin bivariate modified Weibull distribution
(BMWD), and explored several distributional properties. Recently, Kumar et al. [45] studied the estimation of the five unknown
parameters of the BMWD. In this paper, we investigate additional interesting statistical properties. The joint distribution of the
BMWD is a mixture of an absolutely continuous distribution and a singular distribution. We also discuss other key properties of the
BMWD, such as its modal, aging, dependence, ordering, and total positivity properties. The survival copula function associated with
the BMWD is derived, and its application to competing risks is explored. We apply the BMWD to analyze a real data set for a
dependent competing risks model. Finally, we discuss the multivariate extension of the modified Weibull distribution. |
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