Bivariate Kumaraswamy Distribution Based on Conditional Hazard Functions: Properties and Application

A new class of bivariate distributions is deduced by specifying its conditional hazard functions (hfs) which are Kumaraswamy distribution. The interest of this model is positively, negatively, or zero correlated. Properties and local measures of dependence of the bivariate Kumaraswamy conditional hazard (BKCH) distribution are studied. The estimation of type parameters is considered by used the maximum likelihood and pseudolikelihood of the new class. A simulation study was performed to inspect the bias and mean squared error of the maximum likelihood estimators. Finally, an application is obtained to clarify our results with the maximum likelihood and pseudolikelihood. Also, the results are used to compare BKCH distribution with bivariate exponential conditionals (BEC) and bivariate Lindley conditionals hazard (BLCH) distributions.