Elsewhere, I have promoted the notion of (univariate continuous) “transformation of scale” (ToS) distributions which have densities of the form 2g(W(x)) where g is a symmetric distribution and W is a transformation function with a special property. Here, I develop particular bivariate (readily multivariate) ToS distributions. Univariate ToS distributions have a transformation of random variable...

In this paper, we propose a bivariate extension of univariate composite (two-spliced) distributions defined by Pareto distribution for values larger than some thresholds and Gumbel on the complementary domain. The purpose is to capture behavior data consisting mainly small medium but also extreme values. Some properties proposed are presented. Further, two estimation procedures discussed illust...

In this paper we consider the Marshall-Olkin bivariate Weibull distribution. The Marshall-Olkin bivariate Weibull distribution is a singular distribution, whose both the marginals are univariate Weibull distributions. This is a generalization of the Marshall-Olkin bivariate exponential distribution. The cumulative joint distribution of the Marshall-Olkin bivariate Weibull distribution is a mixt...

ABSTRACT In this research paper, we propose a new class of bivariate distributions called Bivariate Generalized Gamma-Lindley (BGGL) distribution with four parameters. This model is mixture independent Gamma random variables and generalized Lindley distribution. We investigate various properties the such as graphical representation, joint moments correlation. Furthermore, derive measure entropy...