In this paper, a bivariate Lindley distribution using Morgenstern approach is proposed which can be used for modeling bivariate life time data. Some characteristics of the distribution like moment generating function, joint moments, Pearson correlation coefficient, survival function, hazard rate function, mean residual life function, vitality function and stress-strength parameter R = P r(Y < X), are derived. The conditions under which the proposed distribution is an increasing (decreasing) failure rate distribution and positive (negative) quadrant dependent is discussed. Also, the method of estimating model parameters and stress-strength parameter by maximum likelihood is elucidated. Numerical illustration using simulated data is carried out to access the estimates in terms of mean squared error and relative absolute bias.Keywords Farlie-Gumbel-Morgenstern family, maximum likelihood estimation, mean residual life, mean squared error, positive quadrant dependence, relative absolute bias, stress-strength parameter, vector hazard rate, vitality function AMS 2010 subject classifications 60E05
Multivariate gamma distribution finds abundant applications in stochastic modelling, hydrology and reliability. Parameter estimation in this distribution is a challenging one as it involves many parameters to be estimated simultaneously. In this paper, the form of multivariate gamma distribution proposed by Mathai and Moschopoulos [9] is considered. This form has nice properties in terms of marginal and conditional densities. A new method of estimation based on optimal search is proposed for estimating the parameters using the marginal distributions and the concepts of maximum likelihood, spacings and least squares. The proposed methodology is easy to implement and is free from calculus. It optimizes the objective function by searching over a wide range of values and determines the estimate of the parameters. The consistency of the estimates is demonstrated in terms of mean, standard deviation and mean square error through simulation studies for different choices of parameters.
Two-unit warm standby systems have been elaborately dealt within the literature. However, the study of standby systems with more than two units, though very relevant in state-of-the-art practical situations, has received little attention because of mathematical intricacies involved in analyzing them. Also, such systems have been studied assuming: (i) the lifetime or repair time of the units to be exponential, or (ii) the lifetime and repair time to be independent. The present contribution is an improvement in the state-of-the-art in the sense that three-unit warm standby system with dependent structure is shown to be capable of comprehensive analysis.
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