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Bivariate Rayleigh-Geometric Distribution
Vahid Nekoukhou , Ashkan Khalifeh , Eisa Mahmoudi
Abstract:   (839 Views)

In this paper, we study a three-parameter bivariate distribution obtained by taking Geometric minimum of Rayleigh distributions. Some important properties of this bivariate distribution have been investigated. It is observed that the maximum likelihood estimators of the parameters cannot be obtained in closed forms. We propose to use the EM algorithm to compute the maximum likelihood estimates of the parameters, and it is computationally quite tractable. Based on an extensive simulated study, the effectiveness of the proposed algorithm is confirmed. We also analyze one real data set for illustrative purposes. Finally, we conclude the paper.

Keywords: Rayleigh Distribution, Geometric Distribution, Estimation.
Full-Text [PDF 5012 kb]   (214 Downloads)    
Type of Study: Research | Subject: Probabilty and Applications
Received: 2017/10/29 | Accepted: 2018/08/18
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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
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