Weighted bivariate geometric distribution: Simulation and estimation

Abstract

In this paper, we develop a new discrete bivariate distribution, i.e., the weighted bivariate geometric distribution whose marginals are univariate weighted geometric distributions and show that the proposed distribution is more flexible and applicable than the classical bivariate geometric distribution, which is in fact a special case of the proposed model, and the bivariate Freund distributions. We shall determine several important distributional and reliability characteristics of the distributions. Further, we shall develop classical and Bayesian inferences for the unknown parameters. Extensive Monte Carlo simulations and analysis of a real data set are conducted.

KEYWORDS:

• Bivariate probability mass function
• estimation
• simulation
• moment
• Renyi entropy

Acknowledgments

The first author is grateful to the Graduate Office of the University of Isfahan for its support. The authors would like to thank the Associate editor and two unknown reviewers for their constructive comments, which have helped to improve the manuscript.