The bivariate generalized linear failure rate distribution and its multivariate extension

Computational Statistics and Data Analysis

Volumn 55, Issue 1, 2011, Pages 644-654

  Sarhan, Ammar M ^a   Hamilton, David C ^a   Smith, Bruce ^a   Kundu, Debasis ^b  

^a DALHOUSIE UNIVERSITY   (Canada)

^b INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

Author keywords

EM algorithm; Failure rate; Fisher information matrix; Marshall Olkin copula; Maximum likelihood estimator

Indexed keywords

FISHER INFORMATION MATRIX; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS;

BIVARIATE EXPONENTIAL DISTRIBUTION; DIFFERENT SHAPES; EM ALGORITHMS; FAILURE RATE; LIFE-TIME DISTRIBUTION; MARSHALL-OLKIN COPULA; MAXIMUM LIKELIHOOD ESTIMATOR; THREE PARAMETERS;

FAILURE ANALYSIS;

EID: 77958023941     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.06.006     Document Type: Article

References (22)

1. Aarset, M.V., 1987. How to identify a bathtub failure rate? IEEE Transactions on Reliability 36, 106-108.
2. Akaike, H., 1969. Fitting autoregressive model for regression. Annals of the Institute of Statistical Mathematics 21, 243-247.
3. Bain, L.J., 1974. Analysis of the linear failure rate distribution. Technometrics 15, 875-887.
4. Barlow, R.E., Proschan, F., 1981. Statistical Theory of Reliability and Life Testing, Probability Models. Silver Spring, Maryland.
5. Blomqvist, N., 1950. On a measure of dependence between two random variables. Annals of Mathematical Statistics 21, 593-600.
6. Domma, F., 2009. Some properties of the bivariate Burr type III distribution. Statistics 44 (2), 203-215.
7. Franco, M., Vivo, J.-M., 2009. A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its aging and dependence properties. Journal of Multivariate Analysis 101 (3), 494-499.
8. Joe, H., 1997. Multivariate Model and Dependence Concept. Chapman and Hall, London.
9. Kim, G., Silvapulle, M.J., Silvapulle, P., 2006. Comparison of semiparametric and parametric methods for estimating copulas. Computational Statistics and Data Analysis 51, 2836-2850.
10. Kundu, D., Gupta, R.D., 2009. Bivariate generalized exponential distribution. Journal of Multivariate Analysis 100, 581-593.
11. Lehmann, E.L., 1966. Some concepts of dependence. Annals of Mathematical Statistics 37, 1137-1153.
12. Lin, C.T., Wu, S.J.S., Balakrishnan, N., 2003. Parameter estimation for the linear hazard rate distribution based on records and inter-record times. Communications in Statistics-Theory and Methods 32, 729-748.
13. Lin, C.T., Wu, S.J.S., Balakrishnan, N., 2006. Monte Carlo methods for Bayesian inference on the linear hazard rate distribution. Communications in Statistics-Theory and Methods 35, 575-590.
14. Marshall, A.W., Olkin, I., 1967. A multivariate exponential model. Journal of the American Statistical Association 62, 30-44.
15. Meintanis, S.G., 2007. Test of fit for Marshall-Olkin distributions with applications. Journal of Statistical Planning and Inference 137, 3954-3963.
16. Mudholkar, G.S., Srivastava, D.K., Freimer, M., 1995. The exponentiated Weibull family: a reanalysis of the bus motor failure data. Technometrics 37, 436-445.
17. Nelsen, R.B., 1999. An Introduction to Copulas, 2nd ed.. Springer, New York.
18. Pandey, A., Singh, A., Zimmer, W.J., 1993. Bayes estimation of the linear hazard model. IEEE Transactions on Reliability 42, 636-640.
19. Sarhan, A., Balakrishnan, N., 2007. A new class of bivariate distributions and its mixture. Journal of Multivariate Analysis 98, 1508-1527.
20. Sarhan, A., Kundu, D., 2009. Generalized linear failure rate distribution. Communications in Statistics-Theory and Methods 38, 642-660.
21. Schwarz, G., 1978. Estimating the dimension of a model. Annals of Statistics 6, 461-464.
22. Sen, A., Bhattacharyya, G.K., 1995. Inference procedures for linear failure rate model. Journal of Statistical Planning and Inference 46, 59-76