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A general multivariate new better than used (MNBU) distribution and its properties

Title
A general multivariate new better than used (MNBU) distribution and its properties
Authors
Lee, HyunjuCha, Ji Hwan
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2021
Journal Title
METRIKA
ISSN
0026-1335JCR Link

1435-926XJCR Link
Citation
METRIKA vol. 84, no. 1, pp. 27 - 46
Keywords
Common shock modelGeneralized Polya processMultivariate new better than used (MNBU) distributionStochastic dependenceAgeing property
Publisher
SPRINGER HEIDELBERG
Indexed
SCIE; SCOPUS WOS
Document Type
Article
Abstract
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.
DOI
10.1007/s00184-020-00773-3
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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