On the bivariate weighted exponential distribution based on the generalized exponential distribution

ABSTRACT

In this paper, we introduce a bivariate weighted exponential distribution based on the generalized exponential distribution. This class of distributions generalizes the bivariate distribution with weighted exponential marginals (BWE). We derive different properties of this new distribution. It is a four-parameter distribution, and the maximum-likelihood estimator of unknown parameters cannot be obtained in explicit forms. One data set has been re-analyzed and it is observed that the proposed distribution provides better fit than the BWE distribution.

KEYWORDS:

• Bivariate weighted exponential distribution
• Fisher information matrix
• maximum-likelihood estimators
• moment generating function
• particle swarm optimization.

MATHEMATICS SUBJECT CLASSIFICATION:

• 62E15
• 62H10