BIVARIATE WEIBULL FRÉCHET MODEL BASED ON GAUSSIAN COPULA
Keywords:
Weibull distribution, Fréchet distribution, Gaussian copula, bivariate Weibull Fréchet distribution, parametric and semi-parametric estimation methods.DOI:
https://doi.org/10.17654/0972361725027Abstract
The Weibull distribution has been used effectively in many fields, especially for lifetime applications such as engineering, biomedical, and social sciences, among others. It is a continuous probability distribution that is used to examine product reliability, model failure rates, and analyze life data. The Fréchet distribution can be contrasted to the inverse Weibull distribution. In this paper, a bivariate model of the Weibull and Fréchet distributions is proposed due to its importance with lifetime applications. The proposed model is based on Gaussian copula, which is utilized in many applications as an emerging model. The inference about the new model is discussed through semi-parametric and parametric techniques. Finally, the successful performance of the suggested distribution is next examined using the goodness of fit test, and methods of inference are illustrated.
Received: October 25, 2024
Revised: January 9, 2025
Accepted: January 18, 2025
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