An introduction to copula-based bivariate reliability Concepts

被引：12

作者：

Sreelakshmi, N. ^{[1
]}

机构：

[1] Indian Stat Inst, Appl Stat Unit, Madras, Tamil Nadu, India

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2018年 / 47卷 / 04期

关键词：

Bivariate hazard rate; copula; quantile functions; MULTIVARIATE DISTRIBUTIONS; QUANTILES;

D O I：

10.1080/03610926.2017.1316396

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Several attempts were made in the literature to generalize the notions based on univariate quantiles to higher dimensions. As quantile-based reliability concepts are receiving much attention, it is important to address these problems in the field of Reliability theory. In this paper, bivariate reliability concepts using the dependence structure are introduced. The properties and characterizations of the bivariate reliability concepts are presented; it includes the characterization based on the relationship between bivariate hazard rate and bivariate mean residual life. The bivariate reliability concepts in reversed time are also studied.

引用

页码：996 / 1012

页数：17

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