For a coherent system the Barlow–Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) [3] extended this concept to the more general case when the component...

In this paper, we consider a flexible class of semiparametric varying-coefficient mean residual lifetime (MRL) models that depended on an exposure variable where some effects may be functions of the exposure variables and some may be constants. We develop three-step estimation procedures to...

In regression models, the classical assumption of normal distribution of the random observational errors is often violated, masking some important features of the variability present in the data. Some practical actions to solve the problem, like transformation of variables to achieve normality,...

The main goal of this article is to generalize the bivariate lack-of-memory property introduced in Marshall & Olkin (1967). Several characterizations of bivariate continuous distributions possessing such a property are established and illustrated by examples.

In this paper, we study reliability properties in two classes of bivariate continuous distributions based on specification of conditional hazard functions. These classes were constructed by conditioning on two different kinds of events in Arnold and Kim [6]. Several reliability properties are...

In this paper we study Arnold's (1987, Statist. Probab. Lett.5, 263-266) class of bivariate distributions with Pareto conditionals from a reliability point of view. Failure rates and mean residual life function of the marginal distributions and their monotonic properties are studied. The hazard...

The joint distribution of order statistics is characterized without reference to a parent distribution. To this end, the possible univariate margins of such a distribution are first determined. The class of possible copulas K is then characterized under the assumption of continuous margins...

A test to assess if a sample comes from a multivariate skew-normal distribution is proposed. The test statistic is obtained from the canonical form of the multivariate skew-normal distribution and its null distribution is derived. The power of the proposed test is evaluated through Monte Carlo...

When an n×1 random vector X=(X1,…,Xn)T has a sign-invariant distribution, Strait (1974) proved that the expectations of max(0,X1,X1+X2,…,X1+Xn) and max(0,X1,…,Xn) are equal. In this note we assume a weaker condition that (X1,X2,…,Xn) and (−X1,X2,…,Xn) are equal in distribution and...

In this work, we introduce the s,k-extremal coefficients for studying the tail dependence between the s-th lower and k-th upper order statistics of a normalized random vector. If its margins have tail dependence then so do their order statistics, with the strength of bivariate tail dependence...