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A general multivariate new better than used (MNBU) distribution and its properties

Author

Listed:
  • Hyunju Lee

    (Hankuk University of Foreign Studies)

  • Ji Hwan Cha

    (Ewha Womans University)

Abstract

In this paper, we develop a general multivariate new better than used (MNBU) distribution based on a multivariate common shock model. Assuming that the external shock process follows the generalized Pólya process and a shock can destroy each component with some given probability, the multivariate survival distribution is obtained. The dependence structure of the multivariate distribution is analyzed. The properties on the dependence order and the multivariate ageing are also studied. Finally, as a special case, we consider the distribution of the minimum random variable and briefly discuss its properties.

Suggested Citation

  • Hyunju Lee & Ji Hwan Cha, 2021. "A general multivariate new better than used (MNBU) distribution and its properties," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 27-46, January.
    • Handle: RePEc:spr:metrik:v:84:y:2021:i:1:d:10.1007_s00184-020-00773-3
    DOI: 10.1007/s00184-020-00773-3
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    References listed on IDEAS

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