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Univariate And Bivariate Burr Type X Distributions Based On Mixtures And Copula

Mervat K. Abd Elaal, Mahmoud R. Mahmoud, Mervat M. EL-Gohary, Lamya A. Baharith

Abstract



The Burr type X distribution has been used in analyzing and fitting lifetime data. It has a close relationship with the Weibull, gamma, exponentiated Weibull and exponentiated exponential distributions and shares various characteristics of these distributions. In this paper, a new bivariate Burr type X distribution is introduced. The construction of this distribution is based on the M mixture representation which combines the mixing and copula ideas. The bivariate Burr type X distribution is constructed based on the Gaussian copula. Bayesian estimation via Gibbs sampler is conducted under different loss functions. A numerical comparison is given for illustrative purpose.

Keywords


bivariate Burr type X distribution, M mixture representation, Gaussian copula, Bayesian estimation, Gibbs sampler.

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