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Estimation of the Bivariate Generalized Linear Failure Rate Distribution parameters under Random Censoring

Recently a new distribution, named a bivariate generalized linear failure rate distribution has been introduced by Sarhan et al. (2011). In this paper, we obtained the moment generating function for the bivariate generalized linear failure rate distribution and the maximum likelihood estimates for the unknown parameters of this distribution and their approximate variancecovariance matrix in case of left random censoring. A numerical example is carried out to discuss the properties of the estimators.