Autori
Domma, Filippo
James, Anusha
Chandra, Navin

Titolo
Reliability estimation of dependence structure system for Huang-Kotz iterated FGM with lindley marginal
Periodico
Statistica
Anno: 2023 - Volume: 83 - Fascicolo: 3 - Pagina iniziale: 183 - Pagina finale: 212

STATISTICA, anno LXXXIII, n. 3, 2023RELIABILITY ESTIMATION OF DEPENDENCE STRUCTURESYSTEM FOR HUANG-KOTZ ITERATED FGM WITH LINDLEYMARGINALAnusha JamesDepartment of Statistics, Ramanujan School of Mathematical Sciences,Pondicherry University, Puducherry, 605 014, India.Navin Chandra1Department of Statistics, Ramanujan School of Mathematical Sciences,Pondicherry University, Puducherry, 605 014, India.Filippo DommaDepartment of Economics, Statistics and Finance ‘Giovanni Anania’, University of Calabria, Italy.SUMMARYHuangandKotz(1984)proposedatwo-parameterextensionoftheoriginalFralie-Gumble-Morgenstern (FGM) family to model the higher association between the randomvariables. In this problem, we develop an iterated FGM (IFGM) based dependent stress-strengthreliability model using Lindley marginals. Some important statistical and reliability properties ofthe proposed distribution are also derived. The prime goal of this study is to investigate the effectof stress-strength reliability parameters with respect to the variation in the dependence parame-tersαandβ. Further, we compared the IFGM stress-strength reliability model with the originalFGM using graphical representations to assess whether reliability was over or under-estimated.Finally, we investigated the performance of the proposed estimators through both Monte Carlosimulations as well as real data sets.



SICI: 0390-590X(2023)83:3<183:REODSS>2.0.ZU;2-8
Testo completo: Lindley distribution; Stress-strength reliability; IFGM copula; Pseudo likelihood es-timation; Monte-Carlo simulation

Esportazione dati in Refworks (solo per utenti abilitati)

Biblioteche ACNP che possiedono il periodico