Multivariate Modified Dugum Distribution and Its Applications

The modified Dagum distribution is a highly versatile statistical model, and it is included in several important parametric families of distributions, with applications, such as economics and public health. In this paper, we introduce a multivariate version of the modified Dagum distribution and ded...

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Main Authors: Naelah Alghufily, Khalaf S. Sultan, Hossam M. M. Radwan
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Mathematics
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Online Access:https://www.mdpi.com/2227-7390/13/10/1620
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author Naelah Alghufily
Khalaf S. Sultan
Hossam M. M. Radwan
author_facet Naelah Alghufily
Khalaf S. Sultan
Hossam M. M. Radwan
author_sort Naelah Alghufily
collection DOAJ
description The modified Dagum distribution is a highly versatile statistical model, and it is included in several important parametric families of distributions, with applications, such as economics and public health. In this paper, we introduce a multivariate version of the modified Dagum distribution and deduce some of its sub-models to address specific analytical needs. We use two different approaches to derive the joint probability density function for the proposed distribution. Also, we derive the joint cumulative distribution function through the traditional method and the Clayton copula methods. In addition, we explore and discuss some statistical properties, including the multivariate dependence. Further, we use the maximum likelihood method to estimate the unknown parameters and the associated confidence interval. Finally, we apply the proposed model to analyze some real data sets, including a protein consumption data set and a warranty policy data set, for demonstrative purposes. The marginals of the proposed model fit the data sets quite well, and the results demonstrate the model’s effectiveness in modeling the proposed data.
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spelling doaj-art-8dde14d37e0c4af7a9fdb473e7658a8b2025-08-20T03:47:57ZengMDPI AGMathematics2227-73902025-05-011310162010.3390/math13101620Multivariate Modified Dugum Distribution and Its ApplicationsNaelah Alghufily0Khalaf S. Sultan1Hossam M. M. Radwan2Department of Mathematical Sciences, College of Science, Princess Nourah Bint Abdulrahman University, P.O. Box 84428, Riyadh 11671, Saudi ArabiaMathematics Department, Faculty of Science, Al-Azhar University, Nasr City, Cairo 11884, EgyptMathematics Department, Faculty of Science, Minia University, Minia 61519, EgyptThe modified Dagum distribution is a highly versatile statistical model, and it is included in several important parametric families of distributions, with applications, such as economics and public health. In this paper, we introduce a multivariate version of the modified Dagum distribution and deduce some of its sub-models to address specific analytical needs. We use two different approaches to derive the joint probability density function for the proposed distribution. Also, we derive the joint cumulative distribution function through the traditional method and the Clayton copula methods. In addition, we explore and discuss some statistical properties, including the multivariate dependence. Further, we use the maximum likelihood method to estimate the unknown parameters and the associated confidence interval. Finally, we apply the proposed model to analyze some real data sets, including a protein consumption data set and a warranty policy data set, for demonstrative purposes. The marginals of the proposed model fit the data sets quite well, and the results demonstrate the model’s effectiveness in modeling the proposed data.https://www.mdpi.com/2227-7390/13/10/1620multivariate modified Dagum distributionClayton copulamultivariate dependence propertiesmaximum likelihood estimationprotein consumption and warranty policies data sets
spellingShingle Naelah Alghufily
Khalaf S. Sultan
Hossam M. M. Radwan
Multivariate Modified Dugum Distribution and Its Applications
Mathematics
multivariate modified Dagum distribution
Clayton copula
multivariate dependence properties
maximum likelihood estimation
protein consumption and warranty policies data sets
title Multivariate Modified Dugum Distribution and Its Applications
title_full Multivariate Modified Dugum Distribution and Its Applications
title_fullStr Multivariate Modified Dugum Distribution and Its Applications
title_full_unstemmed Multivariate Modified Dugum Distribution and Its Applications
title_short Multivariate Modified Dugum Distribution and Its Applications
title_sort multivariate modified dugum distribution and its applications
topic multivariate modified Dagum distribution
Clayton copula
multivariate dependence properties
maximum likelihood estimation
protein consumption and warranty policies data sets
url https://www.mdpi.com/2227-7390/13/10/1620
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