Large Sample Test for Independence in the Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik (Department of Statistical Information Science, Kyungsung University) ;
  • Lee, Jea-Man (Department of Information Statistics, Andong National University) ;
  • Lee, Woo-Dong (Department of Information Science, Kyungsan University)
  • Published : 2003.05.31

Abstract

In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto model with random censored data. We assume that the censoring time is independent of the lifetimes of the two components. We develop large sample tests for testing independence between two components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

Keywords

References

  1. Advanced Applied Probability v.22 On generalization of a model by Lindley and Singpurwallam Bandyapadhyay, D.;Basu, A.P.
  2. Journal of the American Statistical Association v.69 A Continuous Bivariate Exponential Extension Block, H. W.;Basu, A. P.
  3. Journal of the Korean Data & Information Science Society v.14 no.1 System Reliability From Stress-Strength Relationship in Bivariate Pareto Distribution Cho, J. S.;Cho, K. H.;Cha, Y. J.
  4. Journal of the American Statistical Association A bivariate extension of the exponential distribution Freund, J. E.
  5. Communication in Statistics-Theory and Methods v.25 no.7 A multivariate Pareto distribution Hanagal, D.D.
  6. The Statistician v.46 no.1 Bayes estimation of P(X₂
  7. Theory of Point Estimation Lehmann, E.L.
  8. Journal of Applied Probability v.23 Multivariate distributions for the life lengths of components of a system sharing a common environment Lindley, D.V.;Singpurwalla, N.D.
  9. Journal of the American Statistical Association v.62 A Multivariate Exponential Distribution Marshall, A.W.;Olkin, I.
  10. Journal of the American Statistical Association v.32 Characterization of a bivariate Pareto distribution Veenus, P.;Nair, K.R.M.