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A quantile-based bivariate distribution

Other Statistics 2025-03-17 v1

Abstract

In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and also can approximate many other continuous models. Various LL-moment based properties of the distribution such as covariance, coskewness, cokurtosis, LL-correlation, etc are discussed. The distribution is used to model two real data sets.

Keywords

Cite

@article{arxiv.2503.11289,
  title  = {A quantile-based bivariate distribution},
  author = {Shifna P R and N. Unnikrishnan Nair and S. M. Sunoj},
  journal= {arXiv preprint arXiv:2503.11289},
  year   = {2025}
}