Bivariate Weibull Exponential Model Based on Gaussian Copula

  • Zakiah Ibrahim KalantanEmail author
  • Mervet Khalifah Abd Elaal
Conference paper


The Weibull distribution is widely used as a life-time distribution in many fields such as reliability engineering and social science. The aim of this paper is to introduce a new bivariate model of Weibull and exponential distributions. The emerging based on Gaussian copula, which is a popular used in various applications like econometrics and finance. We discuss the goodness of fit test for copula and use both parametric and semi-parametric methods to estimate the model parameters. Finally, Simulation is studied to illustrate methods of inference and examine the satisfactory performance of the proposed distribution.


Weibull distribution Exponential distribution Gaussian copula 


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Copyright information

© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  • Zakiah Ibrahim Kalantan
    • 1
    Email author
  • Mervet Khalifah Abd Elaal
    • 1
    • 2
  1. 1.Department of StatisticsKing Abdulaziz UniversityJeddahSaudi Arabia
  2. 2.Department of StatisticsAl-Azhar UniversityCairoEgypt

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