A New Family of Bivariate Exponential Distributions with Negative Dependence Based on Counter-Monotonic Shock Method

A New Family of Bivariate Exponential Distributions with Negative Dependence Based on Counter-Monotonic Shock Method

We introduce a new family of bivariate exponential distributions based on the counter-monotonic shock model. This family of distribution is easy to simulate and includes the Fréchet lower bound, which allows to span all degrees of negative dependence. The construction and distributional properties o...

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Bibliographic Details
Main Authors: Rachid Bentoumi, Farid El Ktaibi, Mhamed Mesfioui
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Entropy
Subjects:
bivariate exponential distributions
common shock
counter-monotonic
dependence modeling
Fréchet bound
negative dependence
Online Access:https://www.mdpi.com/1099-4300/23/5/548

Internet

https://www.mdpi.com/1099-4300/23/5/548

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