Computational Statistics & Data Analysis
A new skew generalization of the normal distribution: Properties and applications
Computational Statistics & Data Analysis
Statistical analysis of bivariate failure time data with Marshall-Olkin Weibull models
Computational Statistics & Data Analysis
Bayes estimation for the Marshall-Olkin bivariate Weibull distribution
Computational Statistics & Data Analysis
International Journal of High Performance Computing Applications
On bivariate Weibull-Geometric distribution
Journal of Multivariate Analysis
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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 mixture of an absolute continuous distribution function and a singular distribution function. This distribution has four unknown parameters and it is observed that the maximum likelihood estimators of the unknown parameters cannot be obtained in explicit forms. In this paper we discuss about the computation of the maximum likelihood estimators of the unknown parameters using EM algorithm. We perform some simulations to see the performances of the EM algorithm and re-analyze one data set for illustrative purpose.