A generalized bivariate lifetime distribution based on parallel-series structures

Mohtashami-Borzadaran, Vahideh ; Amini, Mohammad ; Ahmadi, Jafar

Kybernetika, Tome 55 (2019) no. 3, pp. 435-454

Abstract (VO)

In this paper, a generalized bivariate lifetime distribution is introduced. This new model is constructed based on a dependent model consisting of two parallel-series systems which have a random number of parallel subsystems with fixed components connected in series. The probability that one system fails before the other one is measured by using competing risks. Using the extreme-value copulas, the dependence structure of the proposed model is studied. Kendall's tau, Spearman's rho and tail dependences are investigated for some special cases. Simulation results are given to examine the effectiveness of the proposed model.

Détail

DOI : 10.14736/kyb-2019-3-0435

Classification : 60E05, 62H20, 62N05
Keywords: copula; extreme-value copula; dependence measures; distortion; competing risks

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