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4958802 
Journal Article 
A new bivariate exponential distribution for modeling moderately negative dependence 
Mohsin, M; Kazianka, H; Pilz, J; Gebhardt, A 
2014 
1 
Statistical Methods and Applications
ISSN: 1618-2510
EISSN: 1613-981X 
23 
1 
123-148 
WOS:000332482100006 
This paper introduces a new bivariate exponential distribution, called the Bivariate Affine-Linear Exponential distribution, to model moderately negative dependent data. The construction and characteristics of the proposed bivariate distribution are presented along with estimation procedures for the model parameters based on maximum likelihood and objective Bayesian analysis. We derive Jeffreys prior and discuss its frequentist properties based on a simulation study and MCMC sampling techniques. A real data set of mercury concentration in largemouth bass from Florida lakes is used to illustrate the methodology. 
Bivariate exponential distribution; Copula; Jeffreys prior; Largemouth bass; Mercury concentration 
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