Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Failure rate of a bivariate exponential distribution

  • Published : 2010.01.31
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Abstract

It is well known that if the parent distribution has a nonnegative support and has increasing failure rate, then all the order statistics have increasing failure rate (IFR). The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a symmetric bivariate exponential distribution and show that, two marginal distributions are IFR and the distributions of the minimum and maximum are constant failure rate and IFR, respectively.

Keywords

References

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