On the weak IFR aging of bivariate lifetime distributions

Corresponding Author

Maxim Finkelstein

[email protected]

Department of Mathematical Statistics, University of the Free State, P.O. Box 339, 9300 Bloemfontein, Republic of South Africa

Department of Mathematical Statistics, University of the Free State, P.O. Box 339, 9300 Bloemfontein, Republic of South AfricaSearch for more papers by this author

Veronica Esaulova,

Veronica Esaulova

Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstr. 3910117 Berlin, Germany

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Maxim Finkelstein,

Corresponding Author

Maxim Finkelstein

[email protected]

Department of Mathematical Statistics, University of the Free State, P.O. Box 339, 9300 Bloemfontein, Republic of South Africa

Department of Mathematical Statistics, University of the Free State, P.O. Box 339, 9300 Bloemfontein, Republic of South AfricaSearch for more papers by this author

Veronica Esaulova,

Veronica Esaulova

Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstr. 3910117 Berlin, Germany

Search for more papers by this author

First published: 01 June 2005

https://doi.org/10.1002/asmb.599

Citations: 8

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Abstract

A new notion of bivariate aging in a competitive risk framework is introduced. Aging properties of bivariate distributions are defined by aging properties of a series system with possibly dependent components. A case of exponential marginals is considered. Sufficient conditions for a weak IFR aging (weak DFR negative aging) are derived and a number of simple examples are considered. Copyright © 2005 John Wiley & Sons, Ltd.

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Volume21, Issue3

May/June 2005

Pages 265-272

On the weak IFR aging of bivariate lifetime distributions

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On the weak IFR aging of bivariate lifetime distributions

Abstract

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