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Stress-strength based on $m$-generalized order statistics and concomitant for dependent families
Applications of Mathematics ( IF 0.7 ) Pub Date : 2019-06-21 , DOI: 10.21136/am.2019.0285-18
Filippo Domma , Abbas Eftekharian , Mostafa Razmkhah

The stress-strength model is proposed based on the m-generalized order statistics and the corresponding concomitant. For the dependency between m-generalized order statistics and its concomitant, a bivariate copula expansion is considered and the stressstrength model is obtained for two special cases of order statistics and upper record values. In the particular case of copula function, the generalized Farlie-Gumbel-Morgenstern bivariate distribution function is considered with proportional reversed hazard functions as marginal functions. Based on the order statistics and record values, two estimators of stress-strength are presented using a procedure similar to the inference functions for margins. Finally, a simulation study is carried out which shows the good performance of the proposed estimators for a finite sample.

中文翻译:

压力强度基于 $m$-广义订单统计并伴随家属

应力-强度模型是基于m-广义阶统计量和相应的伴随物提出的。对于m-广义阶次统计量及其伴随物之间的依赖关系,考虑了二元copula展开,得到了阶次统计量和上记录值两种特殊情况的应力强度模型。在 copula 函数的特殊情况下,广义的 Farlie-Gumbel-Morgenstern 双变量分布函数被视为具有成比例的反向风险函数作为边际函数。基于阶次统计数据和记录值,使用类似于边缘推断函数的程序,给出了两个应力强度估计值。最后,进行了模拟研究,表明所提出的估计器对有限样本具有良好的性能。
更新日期:2019-06-21
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