Work

Multivariate Modified Dugum Distribution and Its Applications

Year: 2025

Type: article

Abstract: The modified Dagum distribution is a highly versatile statistical model, and it is included in several important parametric families of distributions, with applications, such as economics and public health. In this paper, we introduce a multivariate version of the modified Dagum distribution and deduce some of its sub-models to address specific analytical needs. We use two different approaches to derive the joint probability density function for the proposed distribution. Also, we derive the joint cumulative distribution function through the traditional method and the Clayton copula methods. In addition, we explore and discuss some statistical properties, including the multivariate dependence. Further, we use the maximum likelihood method to estimate the unknown parameters and the associated confidence interval. Finally, we apply the proposed model to analyze some real data sets, including a protein consumption data set and a warranty policy data set, for demonstrative purposes. The marginals of the proposed model fit the data sets quite well, and the results demonstrate the model’s effectiveness in modeling the proposed data.

Source: Mathematics

DOI: 10.3390/math13101620

Authors: Naelah Alghufily, Khalaf S. Sultan, Hossam M. M. Radwan

Institutions: Princess Nourah bint Abdulrahman University, Al-Azhar University, Minia University

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $3,137

Funder: Princess Nourah Bint Abdulrahman University