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A reliability model for multivariate exponential distributions

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  • Wang, Rong-Tsorng

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.

Suggested Citation

  • Wang, Rong-Tsorng, 2007. "A reliability model for multivariate exponential distributions," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 1033-1042, May.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:5:p:1033-1042
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    References listed on IDEAS

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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. Mercier, Sophie & Pham, Hai Ha, 2017. "A bivariate failure time model with random shocks and mixed effects," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 33-51.
    2. 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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    2. 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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