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Mean residual life functions of finite mixtures, order statistics and coherent systems
Navarro, Jorge; Hernandez, Pedro - In: Metrika 67 (2008) 3, pp. 277-298
Persistent link: https://www.econbiz.de/10005156009
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On some properties of equilibrium distributions of order n
Nair, N.; Preeth, M. - In: Statistical Methods and Applications 18 (2009) 4, pp. 453-464
Persistent link: https://www.econbiz.de/10008537609
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Identification of models using failure rate and mean residual life of doubly truncated random variables
Sankaran, P.; Sunoj, S. - In: Statistical Papers 45 (2004) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10008533771
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On characterizing mixtures of some life distributions
Abraham, Bovas; Nair, N. - In: Statistical Papers 42 (2001) 3, pp. 387-393
Persistent link: https://www.econbiz.de/10005167201
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Limiting behaviour of the mean residual life
Bradley, David; Gupta, Ramesh - In: Annals of the Institute of Statistical Mathematics 55 (2003) 1, pp. 217-226
Persistent link: https://www.econbiz.de/10005169290
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On Bivariate Lack of Memory Property and a New Definition
Roy, Dilip - In: Annals of the Institute of Statistical Mathematics 54 (2002) 2, pp. 404-410
Persistent link: https://www.econbiz.de/10005169302
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Reliability properties of systems with exchangeable components and exponential conditional distributions
Navarro, Jorge; Ruiz, José; Sandoval, Carlos - In: TEST: An Official Journal of the Spanish Society of … 15 (2006) 2, pp. 471-484
Persistent link: https://www.econbiz.de/10005390582
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Characterizations through reliability measures from weighted distributions
Navarro, J.; Aguila, Y.; Ruiz, J. - In: Statistical Papers 42 (2001) 3, pp. 395-402
Persistent link: https://www.econbiz.de/10005391185
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Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
Cappellari, Lorenzo; Jenkins, Stephen P. - 2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the...
Persistent link: https://www.econbiz.de/10010267543
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Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
Cappellari, Lorenzo; Jenkins, Stephen P. - 2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function mvnp() for calculating the...
Persistent link: https://www.econbiz.de/10010260956