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On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes

  • Hyunju Lee
  • Ji Hwan ChaEmail author
Regular Article
  • 20 Downloads

Abstract

In reliability and survival analysis, the shot-noise processes have been intensively employed as a useful tool for modeling the impact of a dynamic environment (in the form of the point process of stresses) on survival characteristics of systems and organisms. However, the studies on the shot-noise processes have been mostly focused on the univariate analysis. In this paper, we develop a class of multivariate stochastic failure models based on a dynamic shock model induced by multiple shot-noise processes and study its properties. Explicit parametric forms for the multivariate survival functions are suggested. Multivariate ageing properties and dependence structures of the class are discussed as well.

Keywords

Common shock model Multiple shot-noise processes Dependence structure Dependence ordering Multivariate ageing property 

Notes

Acknowledgements

The work of the first author was also supported by the National Research Foundation of Korea (NRF) Grant funded by the Korea Government (MSIP) (No. 2016R1A2B2014211).

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of StatisticsEwha Womans UniversitySeoulSouth Korea

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