Results 1 to 10 of about 187 (166)
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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Bivariate power Lomax distribution with medical applications. [PDF]
PLoS ONE, 2023 In this paper, a bivariate power Lomax distribution based on Farlie-Gumbel-Morgenstern (FGM) copulas and univariate power Lomax distribution is proposed, which is referred to as BFGMPLx.
Maha E Qura +3 more
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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 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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Stats, 2023 In this research, we design the Farlie–Gumbel–Morgenstern bivariate moment exponential distribution, a bivariate analogue of the moment exponential distribution, using the Farlie–Gumbel–Morgenstern approach.
Sasikumar Padmini Arun +3 more
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Journal of Nigerian Society of Physical Sciences, 2023 An important alternative distribution to the Weibull, generalized exponen- tial and gamma distributions that is used in survival analysis is the Nadarajah- Haghighi exponential distribution.
Yakubu Aliyu, Umar Usman
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Computer Sciences & Mathematics Forum, 2023 The goal of the present work is to estimate the nonlinear correlation between two random variables when the sample is drawn from a Farlie–Gumbel–Morgenstern (FGM)-type bivariate gamma distribution. In the context of estimating the dependence parameter, a
Yusuf Can Sevil, Tugba Ozkal Yildiz
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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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On a Bivariate XGamma Distribution Derived from Copula
Statistica, 2022 In this paper, a new bivariate XGamma (BXG) distribution is presented using Farlie-Gumbel-Morgenstern (FGM) copula. We derive the expressions for conditional distribution, regression function and product moments for the BXG distribution.
Mohammed Abulebda +3 more
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Mathematics, 2023 This study uses an effective, recently extended Farlie–Gumbel–Morgenstern (EFGM) family to derive the distribution of concomitants of K-record upper values (CKRV).
Mohamed A. Abd Elgawad +6 more
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