A multivariate mixture of Weibull distributions in reliability modeling

被引：20
|
作者：
Patra, K [1 ]
Dey, DK [1 ]
机构：
[1] Univ Connecticut, Dept Stat, Storrs, CT 06269 USA
来源：
STATISTICS & PROBABILITY LETTERS | 1999年 / 45卷 / 03期
关键词：
competing risk; maximum likelihood estimation;
D O I：
10.1016/S0167-7152(99)00062-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A new class of multivariate distribution is derived where each component is a mixture of Weibull distribution. The approach in this paper is based on the introduction of an exponentially distributed latent random variable. The new class includes several multivariate and bivariate models including Marshall and Olkin type. The moment generating function and, hence, the correlation structure is obtained for the bivariate situation. The distribution of the minimum in a competing risk framework is discussed and various other properties including correlation structures are investigated. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：225 / 235
页数：11
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