Marshall-Olkin bivariate Weibull distributions and processes

被引:22
|
作者
Jose, K. K. [1 ]
Ristic, Miroslav M. [2 ]
Joseph, Ancy [3 ]
机构
[1] St Thomas Coll, Dept Stat, Pala, India
[2] Univ Nis, Fac Sci & Math, Nish, Serbia
[3] BK Coll, Dept Stat, Kottayam, Kerala, India
关键词
Type 1 and type 2 Marshall-Olkin bivariate Weibull distribution; Marshall-Olkin bivariate exponential distribution; Bivariate minification process; Stationary process; Estimation; PARAMETER;
D O I
10.1007/s00362-009-0287-8
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
In this paper we introduce a new probability model known as type 2 Marshall-Olkin bivariate Weibull distribution as an extension of type 1 Marshall-Olkin bivariate Weibull distribution of Marshall-Olkin (J Am Stat Assoc 62:30-44, 1967). Various properties of the new distribution are considered. Bivariate minification processes with the two types of Weibull distributions as marginals are constructed and their properties are considered. It is shown that the processes are strictly stationary. The unknown parameters of the type 1 process are estimated and their properties are discussed. Some numerical results of the estimates are also given.
引用
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页码:789 / 798
页数:10
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