The multivariate distribution of a set of random variables has exponential minimums if the minimum over each subset of the variables has an exponential distribution. Such distributions are shown equivalent to the more strongly structured multivariate exponential distributions described by Marshall and Olkin in 1967 in the sense that a multivariate exponential distribution can be found that gives the same marginal distribution for each minimum. The basic application of the result is that in computing the reliability of a coherent system a joint distribution for the component life lengths with exponential minimums can be replaced by a multivariate exponential distribution. It follows that the life length of the system has an increasing hazard rate average distribution. Other applications include characterizations of multivariate exponential distributions and the derivation of a positive dependence condition for multivariate distributions with exponential minimums.
Publié le : 1974-01-14
Classification:
Multivariate exponential distributions,
increasing hazard rate average distributions,
positive dependence,
coherent systems,
reliability,
60E05,
62N05
@article{1176342615,
author = {Esary, James D. and Marshall, Albert W.},
title = {Multivariate Distributions with Exponential Minimums},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 84-98},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342615}
}
Esary, James D.; Marshall, Albert W. Multivariate Distributions with Exponential Minimums. Ann. Statist., Tome 2 (1974) no. 1, pp. 84-98. http://gdmltest.u-ga.fr/item/1176342615/