Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability

Mehdi Amiri, Roohollah Roozegar and Yousef Behbahani

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 12, 3122-3135

Abstract: In this paper, the truncated version of the selected multivariate generalized-hyperbolic distributions is introduced. Considering special truncations, the joint distribution of the consecutive order statistics from the multivariate generalized-hyperbolic (GH) distribution is derived. It is shown that this joint distribution can be expressed as mixtures of the truncated selected-GH distributions. All of these truncated distributions are expressed as the selected singular-GH distributions. These results are used to obtain some expressions for the reliability measures such as mean residual life time, mean inactivity time and regression mean residual life for k-out-of-n systems.

Date: 2019
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DOI: 10.1080/03610926.2018.1473608

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