Bivariate Reversed Hazard Rate, Notions, and Measures of Dependence and their Relationships

A Generator of Bivariate Distributions: Properties, Estimation, and Applications

In 2020, El-Morshedy et al. introduced a bivariate extension of the Burr type X generator (BBX-G) of distributions, and Muhammed presented a bivariate generalized inverted Kumaraswamy (BGIK) distribution. In this paper, we propose a more flexible generator of bivariate distributions based on the maximization process from an arbitrary three-dimensional baseline distribution vector, which is of interest for maintenance and stress models, and expands the BBX-G and BGIK distributions, among others. This proposed generator allows one to generate new bivariate distributions by combining non-identically distributed baseline components. The bivariate distributions belonging to the proposed family have a singular part due to the latent component which makes them suitable for modeling two-dimensional data sets with ties. Several distributional and stochastic properties are studied for such bivariate models, as well as for its marginals, conditional distributions, and order statistics. Furthermore, we analyze its copula representation and some related association measures. The EM algorithm is proposed to compute the maximum likelihood estimations of the unknown parameters, which is illustrated by using two particular distributions of this bivariate family for modeling two real data sets.