The Type I Quasi Lambert Family

A new G family of probability distributions called the type I quasi Lambert is defined and applied for modeling real lifetime data. Some bivariate families using "Farlie-Gumbel-Morgenstern copula", "modified Farlie-Gumbel-Morgenstern "Clayton copula" "Renyi's entropy are derived. Three characterizations presented. its statistical properties derived studied. The maximum likelihood estimation, product spacing least squares Anderson-Darling estimation Cramer-von Mises methods used estimating unknown parameters. Graphical assessments under five different introduced. Based on these assessments, all perform well. Finally, an application to illustrate importance flexibility proposed.