On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions

Rongfang Yan, Yinping You and Xiaohu Li

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 23, 11843-11853

Abstract: This paper deals with bivariate Farlie–Gumbel–Morgenstern distributions. We build the TP2 (RR2) property of the residual lifetime and study the evolution of the dependence of the residual lifetime at large age. Also, we derive the aging property in the sense of the upper orthant order. Furthermore, in the context of IFR (DFR) marginals the residual lifetime at the age above the median is found to be increasing (decreasing) in the upper orthant order.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11843-11853

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DOI: 10.1080/03610926.2017.1285927

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