IDEAS home Printed from https://ideas.repec.org/a/hin/jnlmpe/924843.html
   My bibliography  Save this article

Reliability for some bivariate gamma distributions

Author

Listed:
  • Saralees Nadarajah

Abstract

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, we consider forms of R when ( X , Y ) follows a bivariate distribution with dependence between X and Y . In particular, we derive explicit expressions for R when the joint distribution is bivariate gamma. The calculations involve the use of special functions.

Suggested Citation

  • Saralees Nadarajah, 2005. "Reliability for some bivariate gamma distributions," Mathematical Problems in Engineering, Hindawi, vol. 2005, pages 1-13, January.
    • Handle: RePEc:hin:jnlmpe:924843
    DOI: 10.1155/MPE.2005.151
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/MPE/2005/924843.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/MPE/2005/924843.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/MPE.2005.151?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. A. James & N. Chandra & Nicy Sebastian, 2023. "Stress-strength reliability estimation for bivariate copula function with rayleigh marginals," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(1), pages 196-215, March.
    2. Pushpa Narayan Rathie & Luan Carlos de Sena Monteiro Ozelim & Bernardo Borba de Andrade, 2021. "Portfolio Management of Copula-Dependent Assets Based on P ( Y < X ) Reliability Models: Revisiting Frank Copula and Dagum Distributions," Stats, MDPI, vol. 4(4), pages 1-24, December.
    3. Abraão Nascimento & Jodavid Ferreira & Alisson Silva, 2023. "Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar," Statistical Papers, Springer, vol. 64(5), pages 1439-1463, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnlmpe:924843. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.