Reliability Studies of Bivariate Distributions with Pareto Conditionals
In this paper we study Arnold's (1987, Statist. Probab. Lett.5, 263-266) class of bivariate distributions with Pareto conditionals from a reliability point of view. Failure rates and mean residual life function of the marginal distributions and their monotonic properties are studied. The hazard components and their properties are investigated and their relationships with some measures of dependence are established. Finally, the failure rate of the minimum of the two components is examined and its monotonicity is investigated. Some of the results presented here are general and would be useful in studying the dependence structure in other classes of bivariate distributions.
Volume (Year): 76 (2001)
Issue (Month): 2 (February)
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References listed on IDEAS
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- E. Castillo & J. Galambos, 1989. "Conditional distributions and the bivariate normal distribution," Metrika- International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 209-214, December.
- Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María, 1993. "Multivariate distributions with generalized Pareto conditionals," Statistics & Probability Letters, Elsevier, vol. 17(5), pages 361-368, August.
- Arnold, Barry C., 1987. "Bivariate distributions with pareto conditionals," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 263-266, June.
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