International Journal of Reliability and Applications
- Volume 7 Issue 1
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- Pages.55-69
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- 2006
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- 1598-0073(pISSN)
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- 2283-8914(eISSN)
A Mixture of Multivariate Distributions with Pareto in Reliability Models
- El-Gohary Awad (Department of Statistics and O.R., College of Science King Saud University)
- Published : 2006.06.01
Abstract
This paper presents a new class of multivariate distributions with Pareto where dependence among the components is characterized by a latent random variable. The new class includes several multivariate and bivariate models of Marshall and Olkin type. It is found the bivariate distribution with Pareto is positively quadrant dependent and its mixture. Some important structural properties of the bivariate distributions with Pareto are discussed. The distribution of minimum in a competing risk Pareto model is derived.
Keywords
- mixture;
- multivariate distributions with Pareto;
- positively quadrant dependent;
- competing risk models;
- distribution of minimum