On Marshall–Olkin type distribution with effect of shock magnitude
| Autor: | Ismihan Bayramoglu, C. Murat Ozkut |
|---|---|
| Rok vydání: | 2014 |
| Předmět: |
Multivariate statistics
Work (thermodynamics) Component (thermodynamics) Astrophysics::High Energy Astrophysical Phenomena Applied Mathematics Magnitude (mathematics) Bivariate analysis Type (model theory) Shock (mechanics) Computational Mathematics Joint probability distribution Econometrics Statistical physics Astrophysics::Galaxy Astrophysics Mathematics |
| Zdroj: | Journal of Computational and Applied Mathematics. 271:150-162 |
| ISSN: | 0377-0427 |
| Popis: | In classical Marshall–Olkin type shock models and their modifications a system of two or more components is subjected to shocks that arrive from different sources at random times and destroy the components of the system. With a distinctive approach to the Marshall–Olkin type shock model, we assume that if the magnitude of the shock exceeds some predefined threshold, then the component, which is subjected to this shock, is destroyed; otherwise it survives. More precisely, we assume that the shock time and the magnitude of the shock are dependent random variables with given bivariate distribution. This approach allows to meet requirements of many real life applications of shock models, where the magnitude of shocks is an important factor that should be taken into account. A new class of bivariate distributions, obtained in this work, involve the joint distributions of shock times and their magnitudes. Dependence properties of new bivariate distributions have been studied. For different examples of underlying bivariate distributions of lifetimes and shock magnitudes, the joint distributions of lifetimes of the components are investigated. The multivariate extension of the proposed model is also discussed. |
| Databáze: | OpenAIRE |
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