Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation

被引：2

作者：

Rezaei, Amir ^{[1
]}

Yousefzadeh, Fatemeh ^{[1
]}

机构：

[1] Univ Birjand, Fac Math & Stat, Dept Stat, Birjand, Iran

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2022年 / 51卷 / 07期

关键词：

Generalized skew-elliptical distributions; matrix variate distributions Bayes estimation; multivariate skew normal-Cauchy distribution; scale mixture of multivariate skew normal distributions; stress-strength reliability; P(Y-LESS-THAN-X); INFERENCE; MIXTURES; SCALE;

D O I：

10.1080/03610918.2020.1732420

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：

In this paper, we caculate the probability where and are known vectors, C is a known scalar and and are two independent random vectors that have generalized skew-elliptical distributions. In particular, we derive R for scale mixtures of multivariate skew normal distributions and multivariate skew normal-Cauchy distribution, then, by using some matrix variate distributions, the Bayes estimation of R for the multivariate skew normal distribution is obtained. Finally, a simulation study and a real data analysis are presented.

引用

页码：3471 / 3486

页数：16

共 23 条

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