Univariate and bivariate geometric discrete generalized exponential distributions

DOI10.1080/15598608.2018.1441082zbMATH Open1426.62161arXiv1802.06715OpenAlexW2962676194WikidataQ115549747 ScholiaQ115549747MaRDI QIDQ2321827FDOQ2321827

Authors: Debasis Kundu, Vahid Nekoukhou 

Publication date: 23 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Abstract: Marshall and Olkin (1997, Biometrika, 84, 641 - 652) introduced a very powerful method to introduce an additional parameter to a class of continuous distribution functions and hence it brings more flexibility to the model. They have demonstrated their method for the exponential and Weibull classes. In the same paper they have briefly indicated regarding its bivariate extension. The main aim of this paper is to introduce the same method, for the first time, to the class of discrete generalized exponential distributions both for the univariate and bivariate cases. We investigate several properties of the proposed univariate and bivariate classes. The univariate class has three parameters, whereas the bivariate class has five parameters. It is observed that depending on the parameter values the univariate class can be both zero inflated as well as heavy tailed. We propose to use EM algorithm to estimate the unknown parameters. Small simulation experiments have been performed to see the effectiveness of the proposed EM algorithm, and a bivariate data set has been analyzed and it is observed that the proposed models and the EM algorithm work quite well in practice.

Full work available at URL: https://arxiv.org/abs/1802.06715

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zbMATH Keywords

EM algorithmmaximum likelihood estimatorsgeometric maximumdiscrete generalized exponential distributiondiscrete bivariate model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Multivariate distribution of statistics (62H10)

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• Analysis of skewed data by using compound Poisson exponential distribution with applications to insurance claims
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