New bivariate family of distributions based on any copula function: Statistical properties [PDF]
Heliyon, 2023 In this paper, new bivariate family of distributions based on any copula is established. Of this, we introduce new bivariate Topp-Leone family based on Farlie-Gumbel-Morgenstern (FGM) copula.
Ali A. Al-Shomrani
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A New Family of Continuous Probability Distributions [PDF]
Entropy, 2021 In this paper, a new parametric compound G family of continuous probability distributions called the Poisson generalized exponential G (PGEG) family is derived and studied. Relevant mathematical properties are derived. Some new bivariate G families using
M. El-Morshedy +4 more
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A New Form of Farlie-Gumbel-Morgenstern Copula: A Comparative Simulation Study and Application
Journal of Statistical Theory and Applications, 2021 In this study a new mixture copula has been obtained by creating a linear combination of product copula with copula which is obtained with marginal distributions of order statistics which was proposed by Dolati and Úbeda-Flores, Kybernetika.
Ferhan Bas Kámán
exaly +3 more sources
Dependent conditional value-at-risk for aggregate risk models [PDF]
Heliyon, 2021 Risk measure forecast and model have been developed in order to not only provide better forecast but also preserve its (empirical) property especially coherent property. Whilst the widely used risk measure of Value-at-Risk (VaR) has shown its performance
Bony Parulian Josaphat, Khreshna Syuhada
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A novel generalized Weibull Poisson G class of continuous probabilistic distributions with some copulas, properties and applications to real-life datasets [PDF]
Scientific ReportsThe current study introduces and examines copula-coupled probability distributions. It explains their mathematical features and shows how they work with real datasets.
Atef F. Hashem +3 more
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A likelihood control chart for monitoring bivariate lifetime processes [PDF]
Journal of Mahani Mathematical Research, 2022 In this survey, two new control charts CCLR and CCALR for bivariate exponential variables by dependence structure based on Farlie-Gumbel-Morgenstern copula model are introduced.
Zainab Abbasi Ganji +1 more
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Dynamic Reliability Modeling with Medical Applications
Revstat Statistical Journal, 2022 This article explores a dynamic reliability index for dependent stress and strength variables. Toward this end, a copula approach is utilized to model the association between the two variables.
M. Mahdizadeh, M. Bolbolian Ghalibaf
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Univariate and Bivariate Alpha-Power Transformed Lomax Distribution: Properties and Application [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجارية, 2022 A new method for adding parameters to a well-established distribution to obtain more flexible new families of distributions is applied to Lomax distribution (LD).
yasser Anmer +2 more
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Mathematics, 2020 After defining a new log-logistic model and studying its properties, some new bivariate type versions using “Farlie-Gumbel-Morgenstern Copula”, “modified Farlie-Gumbel-Morgenstern Copula”, “Clayton Copula”, and “Renyi’s entropy Copula” are derived. Then,
Mahmoud M. Mansour +6 more
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Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Dependence Modeling, 2021 Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(
Šeliga Adam +5 more
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