Geometry of the q-exponential distribution with dependent competing risks and accelerated life testing

Fode Zhang, Yimin Shi and Ruibing Wang

Physica A: Statistical Mechanics and its Applications, 2017, vol. 468, issue C, 552-565

Abstract: In the information geometry suggested by Amari (1985) and Amari et al. (1987), a parametric statistical model can be regarded as a differentiable manifold with the parameter space as a coordinate system. Note that the q-exponential distribution plays an important role in Tsallis statistics (see Tsallis, 2009), this paper investigates the geometry of the q-exponential distribution with dependent competing risks and accelerated life testing (ALT). A copula function based on the q-exponential function, which can be considered as the generalized Gumbel copula, is discussed to illustrate the structure of the dependent random variable. Employing two iterative algorithms, simulation results are given to compare the performance of estimations and levels of association under different hybrid progressively censoring schemes (HPCSs).

Keywords: Geometry; Q-exponential distribution; Dependent competing risks; Accelerated life testing; Copula function; Prediction (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:468:y:2017:i:c:p:552-565

DOI: 10.1016/j.physa.2016.10.069

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