• Title/Summary/Keyword: Bivariate pareto distribution

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A Mixture of Multivariate Distributions with Pareto in Reliability Models

  • El-Gohary Awad
    • International Journal of Reliability and Applications
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    • v.7 no.1
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    • pp.55-69
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    • 2006
  • This paper presents a new class of multivariate distributions with Pareto where dependence among the components is characterized by a latent random variable. The new class includes several multivariate and bivariate models of Marshall and Olkin type. It is found the bivariate distribution with Pareto is positively quadrant dependent and its mixture. Some important structural properties of the bivariate distributions with Pareto are discussed. The distribution of minimum in a competing risk Pareto model is derived.

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Moment of the ratio and approximate MLEs of parameters in a bivariate Pareto distribution

  • Kim, Jungdae
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1213-1222
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    • 2012
  • We shall derive the moment of the ratio Y/(X + Y) and the reliability P(X < Y ), and then observe the skewness of the ratio in a bivariate Pareto density function of (X, Y). And we shall consider an approximate MLE of parameters in the bivariate Pareto density function.

System Reliability Estimation in Bivariate Pareto Model Affected by Common Stress : Bivariate Random Censored Data Case

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.791-799
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    • 2005
  • We consider two components parallel system in which the lifetimes have the bivariate Pareto model with bivariate random censored data. We assume that bivariate Pareto model is affected by common stress which is independent of the lifetimes of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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System Reliability From Stress-Strength Relationship in Bivariate Pareto Distribution

  • Cho, Jang-Sik;Cho, Kil-Ho;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.113-118
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    • 2003
  • In this paper, We assume that strengths of two components system follow a bivariate pareto distribution. And these two components are subjected to a common stress which is independent of the strength of the components. We obtain maximum likelihood estimator(MLE) for the system reliability from stress-strength relationship. Also we derive asymptotic properties of the MLE and present a numerical study.

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A NOTE ON THE BIVARIATE PARETO DISTRIBUTION

  • Cho, Bong Sik;Jung, Sun Young
    • Honam Mathematical Journal
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    • v.35 no.1
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    • pp.29-35
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    • 2013
  • The Fisher information matrix plays a significant role i statistical inference in connection with estimation and properties of variance of estimators. Using Bivariate Lomax distribution, we can define "statistical model" and drive the Fisher information matrix of Bivariate Lomax distribution. In this paper, we correct the wrong of the paper [7].

Test for Independence in Bivariate Pareto Model with Bivariate Random Censored Data

  • Cho, Jang-Sik;Kwon, Yong-Man;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.31-39
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    • 2004
  • In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

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Large Sample Test for Independence in the Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.377-383
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    • 2003
  • In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto model with random censored data. We assume that the censoring time is independent of the lifetimes of the two components. We develop large sample tests for testing independence between two components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

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Large Sample Tests for Independence in Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.05a
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    • pp.121-126
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    • 2003
  • In this paper, we consider two-components system which the lifetimes follow bivariate pareto model with censored data. We develop large sample tests for testing independence between two-components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

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System Reliability from Common Random Stress in a Type II Bivariate Pareto Model with Bivariate Type I Censored Data

  • Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.655-662
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    • 2004
  • In this paper, we assume that strengths of two components system follow a type II bivariate Pareto model with bivariate type I censored data. And these two components are subjected to a common stress which is independent of the strengths of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency, respectively. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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