scholarly journals Statistical Inference in Dependent Component Hybrid Systems with Masked Data

2015 ◽  
Vol 2015 ◽  
pp. 1-11 ◽  
Author(s):  
Naijun Sha ◽  
Ronghua Wang ◽  
Ping Hu ◽  
Xiaoling Xu

Complex systems are usually composed of simple hybrid systems. In this paper, we consider statistical inference for two fundamental hybrid systems: series-parallel and parallel-series systems based on masked data. Assuming dependent lifetimes of components modelled by Marshall and Olkin’s bivariate exponential distribution in the system, we present maximum likelihood and interval estimation of parameters of interest. Intensive simulation studies are performed to demonstrate the efficiency of the methods.

1994 ◽  
Vol 44 (3-4) ◽  
pp. 175-182 ◽  
Author(s):  
Prasanta Kumar Jana ◽  
Dilip Roy

The exact expression of R= P ( Y < X) is derived when the random strength ( X) and the random stress ( Y) jointly follow a bivariate exponential distribution due to Gumbel. A natural estimator ([Formula: see text]) of R is proposed for which consistency and asymptotic normality are ensured. Simulation studies are reported to examine the closeness between [Formula: see text] and R, and to compare [Formula: see text] with Tong's estimator under near independent situations.


2006 ◽  
Vol 21 (1) ◽  
pp. 143-155 ◽  
Author(s):  
Saralees Nadarajah ◽  
Samuel Kotz

Motivated by hydrological applications, the exact distributions ofR=X+Y,P=XY, andW=X/(X+Y) and the corresponding moment properties are derived whenXandYfollow Block and Basu's bivariate exponential distribution. An application of the results is provided to drought data from Nebraska.


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