Author/Authors :
Mohtashami Borzadaran, Hossein-Ali Department of Statistics - Ordered Data - Reliability and Dependency Center of Excellence - Ferdowsi University of Mashhad, Mashhad, Iran , Jabbari, Hadi Department of Statistics - Ordered Data - Reliability and Dependency Center of Excellence - Ferdowsi University of Mashhad, Mashhad, Iran , Amini.Mohammad Department of Statistics - Ordered Data - Reliability and Dependency Center of Excellence - Ferdowsi University of Mashhad, Mashhad, Iran , Dolati, Ali Department of Statistics - Ordered Data - Reliability and Dependency Center of Excellence - Ferdowsi University of Mashhad, Mashhad, Iran
Abstract :
In Demography and modelling mortality (or failure) data the univariate Makeham-Gompertz is well-known for its extension of exponential distribution. Here, a bivariate class of Gompertz--Makeham distribution is constructed based on random number of extremal events. Some reliability properties such as ageing intensity, stress-strength based on competing risks are given. Also dependence properties such as dependence structure, association measures and tail dependence measures are obtained. A simulation study and a performance analysis is given based on estimators such as MLE, Tau-inversion and Rho-inversion
Keywords :
Bivariate Exponential Distribution , Demography , Survival Function , Hazard Function
