Reliability for some bivariate exponential distributions

被引:36
作者
Nadarajah, Saralees [1 ]
Kotz, Samuel
机构
[1] Univ Nebraska, Dept Stat, Lincoln, NE 68583 USA
[2] George Washington Univ, Dept Engn Management & Syst Engn, Washington, DC 20052 USA
关键词
D O I
10.1155/MPE/2006/41652
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In the area of stress-strength models, there has been a large amount of work as regards estimation of the reliability R = Pr( X < Y). The algebraic form for R = Pr( X < Y) has been worked out for the vast majority of the well-known distributions when X and Y are independent random variables belonging to the same univariate family. In this paper, forms of R are considered when ( X, Y) follow bivariate distributions with dependence between X and Y. In particular, explicit expressions for R are derived when the joint distribution is bivariate exponential. The calculations involve the use of special functions. An application of the results is also provided.
引用
收藏
页码:1 / 14
页数:14
相关论文
共 25 条
[1]  
[Anonymous], 1986, INTEGRALS SERIES
[2]   BIVARIATE DISTRIBUTIONS WITH EXPONENTIAL CONDITIONALS [J].
ARNOLD, BC ;
STRAUSS, D .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1988, 83 (402) :522-527
[3]   AREA ABOVE ORDINAL DOMINANCE GRAPH AND AREA BELOW RECEIVER OPERATING CHARACTERISTIC GRAPH [J].
BAMBER, D .
JOURNAL OF MATHEMATICAL PSYCHOLOGY, 1975, 12 (04) :387-415
[4]  
DOWNTON F, 1970, J ROY STAT SOC B, V32, P408
[5]   A BIVARIATE EXTENSION OF EXPONENTIAL-DISTRIBUTION [J].
FREUND, JE .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1961, 56 (296) :971-&
[6]  
Gradshteyn I. S., 2000, TABLE INTEGRALS SERI
[7]   BIVARIATE EXPONENTIAL-DISTRIBUTIONS [J].
GUMBEL, EJ .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1960, 55 (292) :698-707
[8]   A CLASS OF MULTIVARIATE FAILURE TIME DISTRIBUTIONS [J].
HOUGAARD, P .
BIOMETRIKA, 1986, 73 (03) :671-678
[9]  
HSIAO JK, 1989, ARCH GEN PSYCHIAT, V46, P664
[10]   A MULTIVARIATE EXPONENTIAL DISTRIBUTION [J].
MARSHALL, AW ;
OLKIN, I .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (317) :30-&