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Multivariate Lomax distribution: properties and usefulness in reliability theory

Published online by Cambridge University Press:  14 July 2016

Tapan Kumar Nayak
Tapan Kumar Nayak*
Affiliation:
The George Washington University
*
∗Postal address: Department of Statistics, Computer and Information Systems, The George Washington University, Washington, DC 20052, USA.
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Abstract

A model incorporating the effect of a common environment on several components (structurally independent) of a system is developed. A multivariate generalization of the Lomax (Pareto type 2) distribution is obtained by mixing exponential variables. Its relationship to other multivariate distributions is discussed. Several properties of this distribution are reported and their usefulness in reliability theory indicated. Finally, a further generalization of this multivariate Lomax distribution is presented.

Keywords

MIXTURE OF DISTRIBUTIONSMULTIVARIATE PARETOORDER STATISTICSSURVIVAL FUNCTIONREGRESSION

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 1 , March 1987 , pp. 170 - 177
Copyright
Copyright © Applied Probability Trust 1987 

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Footnotes

Research sponsored by Grant DAAG 29–84–K–0160, U.S. Army Research Office.

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