Kundu and Gupta, 2009, J Multivar Anal, 100, 581–593, provided a bivariate generalized exponential distribution (BVGED [Formula: see text]), which is a bivariate continuous lifetime distribution. In practice, however, sometimes both the components may fail instantaneously. Thus, we get a mixture bivariate distribution with positive probability at instantaneous failure of each component. The main aim of this article is to define a BVGED with positive probability at instantaneous failure of each component (BVGEDP [Formula: see text]), where PX=0P(X = 0) and P(Y = 0) is a function of parameter [Formula: see text]. It is observed that the joint probability density function and the cumulative distribution function can be expressed in compact forms. Several properties of the distribution have been discussed. For a particular case (BVGEDP ([Formula: see text] 1, 1, 1)), moment type estimators are obtained which are in closed form and maximum likelihood estimators of parameters ([Formula: see text]) are obtained using an iterative procedure. Also, their finite sample and asymptotic properties are discussed using simulation. A final section presents an application to a real data set on which the proposed BVGEDP ([Formula: see text], 1, 1, 1) distribution is fitted. AMS Subject Classification: 62E99
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