On the weak IFR aging of bivariate lifetime distributions
Maxim Finkelstein and
Veronica Esaulova
Applied Stochastic Models in Business and Industry, 2005, vol. 21, issue 3, 265-272
Abstract:
A new notion of bivariate aging in a competitive risk framework is introduced. Aging properties of bivariate distributions are defined by aging properties of a series system with possibly dependent components. A case of exponential marginals is considered. Sufficient conditions for a weak IFR aging (weak DFR negative aging) are derived and a number of simple examples are considered. Copyright © 2005 John Wiley & Sons, Ltd.
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
https://doi.org/10.1002/asmb.599
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:21:y:2005:i:3:p:265-272
Access Statistics for this article
More articles in Applied Stochastic Models in Business and Industry from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().