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Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution |
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| Authors: | Manuel FrancoDebasis Kundu Juana-Maria Vivo |
| Institution: | a Department of Statistics and Operations Research, University of Murcia, 30100 Murcia, Spain b Department of Mathematics and Statistics, Indian Institute of Technology, Kanpur 208016, India c Department of Quantitative Methods for Economy, University of Murcia, 30100 Murcia, Spain |
| Abstract: | Recently Kundu and Gupta 2010, Modified Sarhan-Balakrishnan singular bivariate distribution, Journal of Statistical Planning and Inference, 140, 526-538] introduced the modified Sarhan-Balakrishnan bivariate distribution and established its several properties. In this paper we provide a multivariate extension of the modified Sarhan-Balakrishnan bivariate distribution. It is a distribution with a singular part. Different ageing and dependence properties of the proposed multivariate distribution have been established. The moment generating function, the product moments can be obtained in terms of infinite series. The multivariate hazard rate has been obtained. We provide the EM algorithm to compute the maximum likelihood estimators and an illustrative example is performed to see the effectiveness of the proposed method. |
| Keywords: | Generalized exponential distribution Maximum likelihood estimator Multivariate failure rate Hazard gradient EM algorithm Singular distribution |
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