Brazilian Journal of Probability and Statistics

Characterizations and time-dependent association measures for bivariate Schur-constant distributions

N. Unnikrishnan Nair and P. G. Sankaran

Full-text: Open access

Abstract

Bivariate Schur-constant distributions have an important role in Bayesian analysis of lifetime data, as models possessing no-ageing property. In the present work, we obtain characterizations of bivariate Schur-constant distributions by properties of functions of random variables and reliability concepts. Various time-dependent measures are analysed and shown to be characterized by the ageing property of the marginal distribution.

Article information

Source
Braz. J. Probab. Stat., Volume 28, Number 3 (2014), 409-423.

Dates
First available in Project Euclid: 17 July 2014

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1405603510

Digital Object Identifier
doi:10.1214/12-BJPS215

Mathematical Reviews number (MathSciNet)
MR3263056

Zentralblatt MATH identifier
1304.53042

Keywords
Schur-constant models characterization association measures ageing properties dependence

Citation

Nair, N. Unnikrishnan; Sankaran, P. G. Characterizations and time-dependent association measures for bivariate Schur-constant distributions. Braz. J. Probab. Stat. 28 (2014), no. 3, 409--423. doi:10.1214/12-BJPS215. https://projecteuclid.org/euclid.bjps/1405603510


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