Construction of bivariate and multivariate weighted distributions via conditioning. Issue 18 (17th September 2017)

• Record Type: Journal Article
• Authors: Arnold, Barry C.; Ghosh, Indranil; Alzaatreh, Ayman
• Is Part Of: Communications in statistics. Volume 46:Issue 18(2017)
• Page Start: 8897
• Page End: 8912
• Publication Date: 2017-09-17
• Subjects: Bivariate weighted Pareto II distribution -- increasing and decreasing failure rate -- Laplace transform -- multivariate weighted Pareto II distribution -- total positivity of order two -- weighted distributions.; 62H05 -- 62H12; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2016.1197256
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this article, we propose an alternative method to construct a new family of bivariate and multivariate weighted distributions. For illustrative purposes, some examples of the proposed method are presented. Several structural properties of the bivariate weighted distributions including marginal distributions together with distributions of the minimum and maximum, evaluation of the reliability parameter, and verification of total positivity of order two are also presented. In addition, we provide some multivariate extensions of the proposed models. A real-life data set is used to show the applicability of these bivariate weighted distributions.