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Let X1,...,Xn be independent exponential random variables with respective hazard rates [lambda]1,...,[lambda]n, and let Y1,...,Yn be independent exponential random variables with common hazard rate [lambda]. This paper proves that X2:n, the second order statistic of X1,...,Xn, is larger than...
Persistent link: https://www.econbiz.de/10005152865
The main objective of this work is to calculate and compare different measures of multivariate skewness for the skew-normal family of distributions. For this purpose, we consider the Mardia (1970) [10], Malkovich and Afifi (1973) [9], Isogai (1982) [17], Srivastava (1984) [15], Song (2001)...
Persistent link: https://www.econbiz.de/10009292526
In this paper, we establish a connection between the Hadamard product and the usual matrix multiplication. In addition, we study some new properties of the Hadamard product and explore the inverse problem associated with the established connection, which facilitates diverse applications....
Persistent link: https://www.econbiz.de/10009292532
Let be a random vector, and denote by X1:n,X2:n,...,Xn:n the corresponding order statistics. When X1,X2,...,Xn represent the lifetimes of n components in a system, the order statistic Xn-k+1:n represents the lifetime of a k-out-of-n system (i.e., a system which works when at least k...
Persistent link: https://www.econbiz.de/10008521088
Univariate Birnbaum-Saunders distribution has been used quite effectively to model positively skewed data, especially lifetime data and crack growth data. In this paper, we introduce bivariate Birnbaum-Saunders distribution which is an absolutely continuous distribution whose marginals are...
Persistent link: https://www.econbiz.de/10008521109
We consider here the distributions of order statistics and linear combinations of order statistics from an elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture representations to derive their...
Persistent link: https://www.econbiz.de/10008488083
In this paper, we introduce the concepts of average and projected systems associated to a coherent (parent) system. We analyze several aspects of these notions and show that they can be useful tools in studying the performance of coherent systems with non-exchangeable components. We show that...
Persistent link: https://www.econbiz.de/10008488090
In this paper, we study convolutions of heterogeneous exponential random variables with respect to the mean residual life order. By introducing a new partial order (reciprocal majorization order), we prove that this order between two parameter vectors implies the mean residual life order between...
Persistent link: https://www.econbiz.de/10005006577
A new class of bivariate distributions is presented in this paper. The procedure used in this paper is based on a latent random variable with exponential distribution. The model introduced here is of Marshall-Olkin type. A mixture of the proposed bivariate distributions is also discussed. The...
Persistent link: https://www.econbiz.de/10005093874
In this paper, we discuss the problem of testing the homogeneity of several populations when the available data are progressively Type-II censored. Defining for each sample a univariate counting process, we can modify all the methods that were developed during the last two decades (see e.g....
Persistent link: https://www.econbiz.de/10005160344