Weighted bivariate geometric distribution: Simulation and estimation

Abstract

In this paper, we develop a new discrete bivariate distribution, i.e., the weighted bivariate geometric distribution whose marginals are univariate weighted geometric distributions and show that the proposed distribution is more flexible and applicable than the classical bivariate geometric distribution, which is in fact a special case of the proposed model, and the bivariate Freund distributions. We shall determine several important distributional and reliability characteristics of the distributions. Further, we shall develop classical and Bayesian inferences for the unknown parameters. Extensive Monte Carlo simulations and analysis of a real data set are conducted. © 2018 Taylor & Francis Group, LLC.