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On a multivariate exponential distribution based on a D-vine copula
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نویسنده
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adham s.a. ,alzahrani a.i.
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منبع
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pakistan journal of statistics - 2017 - دوره : 33 - شماره : 2 - صفحه:75 -93
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چکیده
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Exponentïal distributions have a pivotal role in the domain of reliability and life testing. the purpose of this paper is to construct a new multivariate exponential distribution based on the d-vine copula. frank’s copula from the archimedean family and gaussian copula from the elliptical family are implemented on the exponential distribution in the first stage. then,the d-vine copula is applied in the second stage to construct a new multivariate exponential distribution. this paper focuses on frank’s and gaussian copula and aimed at assessing the behavior of the association of the new multivariate distribution-parameters. © 2017 pakistan journal of statistics.
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کلیدواژه
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Bivariate lifetime copula; D-vine; Exponential distribution; Multivariate distribution; Simulation study
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آدرس
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department of statistics,faculty of science,king abdul-aziz university,p.o. box 400,jeddah, Saudi Arabia, department of statistics,faculty of science,king abdul-aziz university,p.o. box 400,jeddah, Saudi Arabia
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Authors
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