On a generalization to Marshall-Olkin scheme and its application to Burr type XII distribution

被引:38
作者
Jayakumar, K. [2 ]
Mathew, Thomas [1 ]
机构
[1] MD Coll, Dept Stat, Trichur 680542, Kerala, India
[2] Univ Calicut, Dept Stat, Calicut 673635, Kerala, India
关键词
autoregressive processes; Burr distribution; entropy; hazard rate; semi-pareto distribution; stationarity;
D O I
10.1007/s00362-006-0024-5
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
Marshall-Olkin semi-Burr and Marshall-Olkin Burr distributions are introduced and studied. Their various characteristics in reliability analysis are derived. Applications in time series analysis are discussed.
引用
收藏
页码:421 / 439
页数:19
相关论文
共 16 条
[1]   Bivariate semi-Pareto distributions and processes [J].
Balakrishna, N ;
Jayakumar, K .
STATISTICAL PAPERS, 1997, 38 (02) :149-165
[2]   ON A GENERAL SYSTEM OF DISTRIBUTIONS .I. ITS CURVE-SHAPE CHARACTERISTICS .2. SAMPLE MEDIAN [J].
BURR, IW ;
CISLAK, PJ .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) :627-635
[3]   Cumulative frequency functions [J].
Burr, IW .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :215-232
[4]  
Ebrahimi N., 1996, Sankhya A, V58, P48
[5]   Estimation of parameters in the presence of outliers for a Burr XII distribution [J].
Hossain, AM ;
Nath, SK .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1997, 26 (03) :637-652
[6]   THE 1ST-ORDER AUTOREGRESSIVE MITTAG-LEFFLER PROCESS [J].
JAYAKUMAR, K ;
PILLAI, RN .
JOURNAL OF APPLIED PROBABILITY, 1993, 30 (02) :462-466
[7]  
JAYAKUMAR K, 2002, FAR E J THEOR STAT, V8, P99
[8]  
Kagan A. M., 1973, Characterization problems in mathematical statistics
[9]   DIRECTIONALITY AND REVERSIBILITY IN TIME-SERIES [J].
LAWRANCE, AJ .
INTERNATIONAL STATISTICAL REVIEW, 1991, 59 (01) :67-79
[10]   A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families [J].
Marshall, AW ;
Olkin, I .
BIOMETRIKA, 1997, 84 (03) :641-652