Estimating the Parameters of the Bivariate Burr Type III Distri- bution by EM Algorithm

In recent years, bivariate lifetime distributions are often used to model reli- ability and survival data. In this paper, we introduce a bivariate Burr III distribution, so that the marginals have Burr III distributions. It is observed that the joint probabil- ity density function, the joint cumulative distribution function and the joint survival distribution function can be expressed in compact forms. We suggest to use the ECM algorithm to compute the maximum likelihood estimators of the unknown parame- ters. We report some simulation results and perform one data analysis for illustrative purposes.