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Bivariate distributions with conditionals satisfying the proportional generalized odds rate model. (English) Zbl 1333.60018

Summary: New bivariate models are obtained with conditional distributions (in two different senses) satisfying the proportional generalized odds rate (PGOR) model. The PGOR semi-parametric model includes as particular cases the Cox proportional hazard rate (PHR) model and the proportional odds rate (POR) model. Thus the new bivariate models are very flexible and include, as particular cases, the bivariate extensions of PHR and POR models. Moreover, some well known parametric bivariate models are also included in these general models. The basic theoretical properties of the new models are obtained. An application to fit a real data set is also provided.

MSC:

60E05 Probability distributions: general theory
62N05 Reliability and life testing
62E10 Characterization and structure theory of statistical distributions

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