TY - JOUR
T1 - Advanced modeling of dependent structures using the FGM-quadratic exponential bivariate distribution
T2 - Applications in computer and material sciences
AU - Husseiny, I. A.
AU - Aldawsari, Abdulrahman M.A.
AU - Al Luhayb, Asamh Saleh M.
AU - Alotaibi, Reid
N1 - Publisher Copyright:
© 2025 the Author(s)
PY - 2025
Y1 - 2025
N2 - Due to their ability to capture complex interactions between random variables, copula models are gaining increasing attention. When it comes to bivariate data modeling, one important area of statistical theory is the construction of families of distributions with specified marginals. An FGM-QEXD (bivariate quadratic exponential Farlie Gumbel Morgenstern distribution) is derived from the FGM copula and the new quadratic exponential marginal distribution, and is inspired by this. The statistical features of the FGM-QEXD are studied, encompassing: the conditional distribution, regression function, moment generating function, and correlation coefficient. Additionally, reliability measures were obtained, including the survival function, hazard rate function, mean residual life function, and vitality function. The model parameters are estimated via maximum likelihood (ML) and Bayesian methodologies. Furthermore, asymptotic confidence ranges for the model parameter are obtained. Monte Carlo simulation analysis is employed to evaluate the efficacy of both ML and Bayesian estimators. Two real-world datasets are employed to prove that FGM-QEXD is more flexible than the bivariate Weibull Farlie–Gumbel–Morgernstern (FGM), bivariate Lomax FGM, bivariate inverse Lomax FGM, bivariate Rayleigh FGM, bivariate Burr XII FGM, and bivariate Chen FGM distributions.
AB - Due to their ability to capture complex interactions between random variables, copula models are gaining increasing attention. When it comes to bivariate data modeling, one important area of statistical theory is the construction of families of distributions with specified marginals. An FGM-QEXD (bivariate quadratic exponential Farlie Gumbel Morgenstern distribution) is derived from the FGM copula and the new quadratic exponential marginal distribution, and is inspired by this. The statistical features of the FGM-QEXD are studied, encompassing: the conditional distribution, regression function, moment generating function, and correlation coefficient. Additionally, reliability measures were obtained, including the survival function, hazard rate function, mean residual life function, and vitality function. The model parameters are estimated via maximum likelihood (ML) and Bayesian methodologies. Furthermore, asymptotic confidence ranges for the model parameter are obtained. Monte Carlo simulation analysis is employed to evaluate the efficacy of both ML and Bayesian estimators. Two real-world datasets are employed to prove that FGM-QEXD is more flexible than the bivariate Weibull Farlie–Gumbel–Morgernstern (FGM), bivariate Lomax FGM, bivariate inverse Lomax FGM, bivariate Rayleigh FGM, bivariate Burr XII FGM, and bivariate Chen FGM distributions.
KW - Bayesian estimation
KW - confidence intervals
KW - FGM bivariate family
KW - maximum likelihood estimation
KW - simulation
UR - https://www.scopus.com/pages/publications/105017383061
U2 - 10.3934/math.2025962
DO - 10.3934/math.2025962
M3 - Article
AN - SCOPUS:105017383061
SN - 2473-6988
VL - 10
SP - 21642
EP - 21674
JO - AIMS Mathematics
JF - AIMS Mathematics
IS - 9
ER -