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A reliability model for multivariate exponential distributions

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  • Wang, Rong-Tsorng
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    Abstract

    In this paper, we consider a counting process approach for characterizing a system having dependent component failure rates. We study the transient state probabilities and related reliability properties based on a series of Poisson shocks. We also show that the proposed infinitesimal generator representation can be used to characterize the bivariate exponential distributions of Freund, Marshall-Olkin, Block-Basu and Friday-Patil.

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    File URL: http://www.sciencedirect.com/science/article/B6WK9-4H6PKG9-1/2/ec8ea9cc9f98d038b498569fb778d6f3
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 5 (May)
    Pages: 1033-1042

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:5:p:1033-1042

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    Related research

    Keywords: Reliability Shock model Poisson process Transient state Multivariate exponential distributions Infinitesimal generator Convolution k-out-of-n:F system;

    References

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    1. Basu, Asit P. & Sun, Kai, 1997. "Multivariate Exponential Distributions with Constant Failure Rates," Journal of Multivariate Analysis, Elsevier, vol. 61(2), pages 159-169, May.
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    Cited by:
    1. Kim, Bara & Kim, Jeongsim, 2011. "Representation of Downton’s bivariate exponential random vector and its applications," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1743-1750.

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