3102

Zahra Sharifonnasabi, Mohammad Hossein Alamatsaz and Iraj Kazemi

مجله پژوهشهاي آماري ايران

2018 (1397)

15

2

275-300

Burr distribution , concomitants , exponential distribution , generalized order statistics , minimum variance , Monte Carlo simulation , reversed hazard rate

In this paper, we consider a new class of bivariate copulas and study their measures of association. Specifically, we propose a bivariate copula based distribution and obtain explicit expressions for the corresponding marginal and joint distributions of concomitants of generalized order statistics. Using these results, we provide the minimum variance linear unbiased estimator for the location and scale parameters of the concomitants of order statistics of Burr and logistic distributions. Then, we introduce a class of absolutely continuous bivariate distributions whose univariate margins are exponential distributions. In addition, we discuss their properties such as moment generating function, stress-strength probability and reliability of two component systems. Monte Carlo simulations are performed to highlight properties of the parameters estimates. Finally, we analyze two data sets to illustrate the flexibility and potential of the proposed distribution compared to several competing models.