A reliability model for multivariate exponential distributions

Rong-Tsorng Wang

Journal of Multivariate Analysis, 2007, vol. 98, issue 5, 1033-1042

Abstract: In this paper, we consider a counting process approach for characterizing a system having dependent component failure rates. We study the transient state probabilities and related reliability properties based on a series of Poisson shocks. We also show that the proposed infinitesimal generator representation can be used to characterize the bivariate exponential distributions of Freund, Marshall-Olkin, Block-Basu and Friday-Patil.

Keywords: Reliability; Shock; model; Poisson; process; Transient; state; Multivariate; exponential; distributions; Infinitesimal; generator; Convolution; k-out-of-n:F; system (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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