A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that construction of bivariate distributions ...

A new class of bivariate Gompertz distributions is presented in this paper. The model introduced here is of Marshall-Olkin type. The used procedure is based on a latent random variable with exponential distribution. A mixture of the suggested bivariate distributions is also derived. The obtained results in this paper generalize those of MarshallOlkin bivariate exponential distribution and other...

The class of beta-generated distributions (Commun. Stat. Theory Methods 31:497–512, 2002; TEST 13:1–43, 2004) has received a lot of attention in the last years. In this paper, three new classes of bivariate beta-generated distributions are proposed. These classes are constructed using three different definitions of bivariate distributions with classical beta marginals and different covariance s...

The classical bivariate F distribution arises from ratios of chi-squared random variables with common denominators. A consequent disadvantage is that its univariate F marginal distributions have one degree of freedom parameter in common. In this paper, we add a further independent chisquared random variable to the denominator of one of the ratios and explore the extended bivariate F distributio...

A BSTRACT In this paper we study some bivariate counting distributions that are obtained by the trivariate reduction method. We work with Poisson compound distributions and we use their good properties in order to derive recursive algorithms for the bivariate distribution and bivariate aggregate claims distribution. A data set is also fitted.

Keywords and Phrases: Extension of trivariate reduction Meixner class of polynomials and Srivastava's triple hypergeometric series Canonical expansions and quadrant dependence Mixed Poisson distribution Computer generation of bivariate samples Multivariate extensions and goodness-of-fit a b s t r a c t In this paper, we consider a new class of bivariate negative binomial distributions having ma...

Recently, it has been observed that a new method for generating continuous distributions, T - X family, can be quite effectively used to analyze the data in one dimension. The aim of this study is to generalize this method to two dimensional space so that the marginals would have T - X distributions. So, several examples and properties of this family have been presented. As ...