On a bivariate Kumaraswamy type exponential distribution

ABSTRACT

This paper considers a class of absolutely continuous bivariate exponential distributions whose univariate margins are the ordinary exponential distributions. We study different mathematical properties of the proposed model. The estimation of the parameters by maximum likelihood is discussed. Application is made to a real data example to illustrate the flexibility of theproposed distribution for data analysis.

KEYWORDS:

• Bivariate exponential distribution
• Bivariate Kumaraswamy distribution
• Copula
• Dependence
• Measure of association

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62E15
• Secondary 62H10

Acknowledgments

We thank the helpful comments of the editor that led to several improvements in this paper and for the suggestion about goodness-of-fit tests of copulas.