3,312 research outputs found
On Bivariate Exponentiated Extended Weibull Family of Distributions
In this paper, we introduce a new class of bivariate distributions called the
bivariate exponentiated extended Weibull distributions. The model introduced
here is of Marshall-Olkin type. This new class of bivariate distributions
contains several bivariate lifetime models. Some mathematical properties of the
new class of distributions are studied. We provide the joint and conditional
density functions, the joint cumulative distribution function and the joint
survival function. Special bivariate distributions are investigated in some
detail. The maximum likelihood estimators are obtained using the EM algorithm.
We illustrate the usefulness of the new class by means of application to two
real data sets.Comment: arXiv admin note: text overlap with arXiv:1501.03528 by other author
Generalized Marshall-Olkin Distributions, and Related Bivariate Aging Properties
National Natural Science Foundation of China [10771090]A class of generalized bivariate Marshall-Olkin distributions, which includes as special cases the Marshall-Olkin bivariate exponential distribution and the Marshall-Olkin type distribution due to Muliere and Scarsini (1987) [19] are examined in this paper. Stochastic comparison results are derived, and bivariate aging properties, together with properties related to evolution of dependence along time, are investigated for this class of distributions. Extensions of results previously presented in the literature are provided as well. (C) 2011 Elsevier Inc. All rights reserved
Revisiting Relations between Stochastic Ageing and Dependence for Exchangeable Lifetimes with an Extension for the IFRA/DFRA Property
We first review an approach that had been developed in the past years to
introduce concepts of "bivariate ageing" for exchangeable lifetimes and to
analyze mutual relations among stochastic dependence, univariate ageing, and
bivariate ageing. A specific feature of such an approach dwells on the concept
of semi-copula and in the extension, from copulas to semi-copulas, of
properties of stochastic dependence. In this perspective, we aim to discuss
some intricate aspects of conceptual character and to provide the readers with
pertinent remarks from a Bayesian Statistics standpoint. In particular we will
discuss the role of extensions of dependence properties. "Archimedean" models
have an important role in the present framework. In the second part of the
paper, the definitions of Kendall distribution and of Kendall equivalence
classes will be extended to semi-copulas and related properties will be
analyzed. On such a basis, we will consider the notion of "Pseudo-Archimedean"
models and extend to them the analysis of the relations between the ageing
notions of IFRA/DFRA-type and the dependence concepts of PKD/NKD
A Wiener-Hopf Type Factorization for the Exponential Functional of Levy Processes
For a L\'evy process drifting to , we define
the so-called exponential functional as follows
Under mild conditions on ,
we show that the following factorization of exponential functionals
holds, where,
stands for the product of independent random variables, is the
descending ladder height process of and is a spectrally positive
L\'evy process with a negative mean constructed from its ascending ladder
height process. As a by-product, we generate an integral or power series
representation for the law of for a large class of L\'evy
processes with two-sided jumps and also derive some new distributional
properties. The proof of our main result relies on a fine Markovian study of a
class of generalized Ornstein-Uhlenbeck processes which is of independent
interest on its own. We use and refine an alternative approach of studying the
stationary measure of a Markov process which avoids some technicalities and
difficulties that appear in the classical method of employing the generator of
the dual Markov process
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