A reliability model for multivariate exponential distributions

In this paper, we consider a counting process approach for characterizing a system having dependent component failure rates. We study the transient state probabilities and related reliability properties based on a series of Poisson shocks. We also show that the proposed infinitesimal generator representation can be used to characterize the bivariate exponential distributions of Freund, Marshall-Olkin, Block-Basu and Friday-Patil.

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Year of publication:	2007
Authors:	Wang, Rong-Tsorng
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 5, p. 1033-1042
Publisher:	Elsevier
Keywords:	Reliability Shock model Poisson process Transient state Multivariate exponential distributions Infinitesimal generator Convolution k-out-of-n:F system

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221481