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Title: A Generalization of Reciprocal Exponential Model: Clayton Copula, Statistical Properties and Modeling Skewed and Symmetric Real Data Sets:
Authors: M. M. Mansour, Nadeem Shafique Butt, Haitham Yousof, S. I. Ansari, Mohamed Ibrahim
Journal: Pakistan Journal of Statistics and Operation Research
| Category | From | To |
|---|---|---|
| Y | 2020-07-01 | 2021-06-30 |
Publisher: Asiatic Region
Country: Pakistan
Year: 2020
Volume: 16
Issue: 2
Language: English
DOI: 10.18187/pjsor.v16i2.3298
Keywords: Clayton CopulaEstimationMorgenstern Family MomentsOdd Log-Logistic FamilyReciprocal Exponential DistributionSimulations
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We introduce a new extension of the reciprocal Exponential distribution for modeling the extreme values. We used the Morgenstern family and the clayton copula for deriving many bivariate and multivariate extensions of the new model. Some of its properties are derived. We assessed the performance of the maximum likelihood estimators (MLEs) via a graphical simulation study. The assessment was based on the sample size. The new reciprocal model is employed for modeling the skewed and the symmetric real data sets. The new reciprocal model is better than some other important competitive models in statistical modeling.
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