Copula Method for Specific Burr Distribution

Abstract

Copula method is discovered to become a useful method to joint two distributions and is known as dependence functions. It is a multivariate distribution functions whose one-dimensional margins are uniform on the interval (0, 1). The used of copula has expanded in many fields of study. Copula has many classes and families. However, in this research, copula methods which are Ali-Mikhail-Haq (AMH), Clayton and Gumbel are used on uncensored data to join specific Burr Type III and XII distributions using the theorem and algorithm of construction the copula. The result showed that AMH, Clayton and Gumbel copula fitted well with Burr distribution since the values of copula lie on the interval (0, 1).