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Title

Structure of bivariate Rayleigh proportional hazard rate model with its associated copula applied on COVID‐19 data.

Authors

Hassanein, Wafaa Anwar Abd El‐Latif; Seyam, Marwa Moghazy Attia

Abstract

Visualizing the fatality of coronavirus is a very tricky point through the world. In this paper, a new construction via the proportional hazard rate model with Rayleigh marginal is introduced and applied on COVID‐19 data set. The statistical and reliability characteristics of bivariate Rayleigh proportional hazard (BRPH) distribution are derived. The copula dependence structure and its properties are studied. The point estimation of the marginal and dependence parameters is introduced via maximum likelihood, method of moments, and inference function for margins (IFM) method. A simulation study is carried out to examine the effectiveness and the performance of the parameter estimates. Finally, an application on COVID‐19 data is used in a comparison study between BRPH model and other constructed bivariate models. This application concerned with modeling the fatality on COVID‐19. Throughout the results of goodness‐of‐fit criteria, BRPH provides a better fit than different competitors constructed bivariate models which reflects its flexibility and applicability on modeling the fatality of COVID‐19.

Subjects

PROPORTIONAL hazards models; COVID-19; BIVARIATE analysis; STATISTICAL reliability; RAYLEIGH model; FIX-point estimation; DEPENDENCE (Statistics)

Publication

Quality & Reliability Engineering International, 2022, Vol 38, Issue 7, p3451

ISSN

0748-8017

Publication type

Academic Journal

DOI

10.1002/qre.3143

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