Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory

被引：7
|
作者：
Nair N.U. [1 ]
Sankaran P.G. [1 ]
机构：
[1] Department of Statistics, Cochin University of Science and Technology, Cochin
来源：
METRON | 2014年 / 72卷 / 3期
关键词：
Archimedean copula; Bivariate ageing; Bivariate equilibrium distribution; Dependence concepts; Schur-constancy;
D O I：
10.1007/s40300-014-0045-0
中图分类号：
学科分类号：
摘要：
In the present work we study the asymptotic distribution of the age and residual life in a renewal process. The bivariate distribution so derived is Schur-constant with marginal distributions as equilibrium discuss the reliability properties and the copula. The bivariate ageing properties and some stochastic orders connecting them are explored. It is shown that various time dependent measures of association and dependence concepts can be inferred from the ageing properties of the baseline distribution. © 2014 Sapienza Università di Roma.
引用
收藏
页码：331 / 349
页数：18
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