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Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions

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Abstract

Bivariate lifetime distributions are considered which describe physically motivated dependencies like those proposed by Freund (1961) and Marshall and Olkin (1967a). Such distributions arise in reliability problems with two-component systems. Generalizations of some previous models are investigated and the maximum likelihood estimates for a combined bivariate exponential distribution are given. The case of dependent random censorship is considered in connection with two-component series systems. Some simulations show how censorship affects the parameter estimates.

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Authors and Affiliations

  1. Institut für Angewandte Mathematik und Statistik, Universität Hohenheim, 70593, Stuttgart, Germany

    G. Heinrich & U. Jensen

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  1. G. Heinrich
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  2. U. Jensen
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Heinrich, G., Jensen, U. Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions. Metrika 42, 49–65 (1995). https://doi.org/10.1007/BF01894288

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  • DOI: https://doi.org/10.1007/BF01894288

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