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On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions

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  • Rongfang Yan
  • Yinping You
  • Xiaohu Li

Abstract

This paper deals with bivariate Farlie–Gumbel–Morgenstern distributions. We build the TP2 (RR2) property of the residual lifetime and study the evolution of the dependence of the residual lifetime at large age. Also, we derive the aging property in the sense of the upper orthant order. Furthermore, in the context of IFR (DFR) marginals the residual lifetime at the age above the median is found to be increasing (decreasing) in the upper orthant order.

Suggested Citation

  • Rongfang Yan & Yinping You & Xiaohu Li, 2017. "On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(23), pages 11843-11853, December.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11843-11853
    DOI: 10.1080/03610926.2017.1285927
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