A general multivariate new better than used (MNBU) distribution and its properties
- 주제(키워드) Common shock model , Generalized Polya process , Multivariate new better than used (MNBU) distribution , Stochastic dependence , Ageing property
- 주제(기타) Statistics & Probability
- 설명문(일반) [Lee, Hyunju] Hankuk Univ Foreign Studies, Dept Stat, Yongin 17035, South Korea; [Cha, Ji Hwan] Ewha Womans Univ, Dept Stat, Seoul 120750, South Korea
- 등재 SCIE, SCOPUS
- 발행기관 SPRINGER HEIDELBERG
- 발행년도 2021
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000182477
- 본문언어 영어
- Published As http://dx.doi.org/10.1007/s00184-020-00773-3
초록/요약
In this paper, we develop a general multivariate new better than used (MNBU) distribution based on a multivariate common shock model. Assuming that the external shock process follows the generalized Polya process and a shock can destroy each component with some given probability, the multivariate survival distribution is obtained. The dependence structure of the multivariate distribution is analyzed. The properties on the dependence order and the multivariate ageing are also studied. Finally, as a special case, we consider the distribution of the minimum random variable and briefly discuss its properties.
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