“…Hutchinson and Lai (1990) studied the existent of bivariate non-normal distributions and provided many applications for different bivariate models. The use of copula function give a great flexibility to derive bivariate lifetime distributions, see for example, AL-Hussaini and Ateya (2006), Quiroz-Flores (2009), Gupta et al (2010), Kundu andGupta (2011), El-Sherpieny et al (2013), Kundu (2015), Achcar et al (2015), and ElGohary and El-Morshedy (2015). The main aim of this paper is to introduce a bivariate exponentiated Pareto distribution derived from Gaussian copula with EP distribution as marginals.…”