A generalized bivariate lifetime distribution based on parallel-series structures

Vahideh Mohtashami-Borzadaran; Mohammad Amini; Jafar Ahmadi

Kybernetika (2019)

  • Volume: 55, Issue: 3, page 435-454
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Mohtashami-Borzadaran, Vahideh, Amini, Mohammad, and Ahmadi, Jafar. "A generalized bivariate lifetime distribution based on parallel-series structures." Kybernetika 55.3 (2019): 435-454. <http://eudml.org/doc/294326>.

@article{Mohtashami2019,
abstract = {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.},
author = {Mohtashami-Borzadaran, Vahideh, Amini, Mohammad, Ahmadi, Jafar},
journal = {Kybernetika},
keywords = {copula; extreme-value copula; dependence measures; distortion; competing risks},
language = {eng},
number = {3},
pages = {435-454},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A generalized bivariate lifetime distribution based on parallel-series structures},
url = {http://eudml.org/doc/294326},
volume = {55},
year = {2019},
}

TY - JOUR
AU - Mohtashami-Borzadaran, Vahideh
AU - Amini, Mohammad
AU - Ahmadi, Jafar
TI - A generalized bivariate lifetime distribution based on parallel-series structures
JO - Kybernetika
PY - 2019
PB - Institute of Information Theory and Automation AS CR
VL - 55
IS - 3
SP - 435
EP - 454
AB - 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.
LA - eng
KW - copula; extreme-value copula; dependence measures; distortion; competing risks
UR - http://eudml.org/doc/294326
ER -

References

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