ENBIS-16 in Sheffield

11 – 15 September 2016; Sheffield Abstract submission: 20 March – 4 July 2016

Random Number Generation for a Survival Bivariate Weibull Distribution

12 September 2016, 10:40 – 11:00

Abstract

Submitted by
Mario César Jaramillo Elorza
Authors
Mario César Jaramillo Elorza (Universidad Nacional de Colombia sede Medellín), Osnamir Elias Bru Cordero (Universidad Nacional de Colombia), Sergio Yañez Canal (Universidad Nacional de Colombia)
Abstract
A bivariate survival function of Weibull distribution is presented as Model VI(a)-5 by Murthy, Xie and Jiang. The bivariate Weibull distribution is very important in both reliability and survival analysis. The dependence for these kind of problems has been gaining great importance in recent years. It is shown that the model corresponds to a Gumbel-Hougaard survival copula evaluated at two Weibull survival marginal. Their properties are studied to compare three method of random generation from that distribution (Method 1 Frees & Valdez, Method 2 Nelsen and Method 3 CD-Vines). The CD-Vines methodology is used as the base reference for the purpose of methodology evaluation.

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