POSITIVE DEPENDENCE OF A CLASS OF MULTIVARIATE EXPONENTIAL-DISTRIBUTIONS

Authors
OLKIN I TONG YL
Citation
I. Olkin et Yl. Tong, POSITIVE DEPENDENCE OF A CLASS OF MULTIVARIATE EXPONENTIAL-DISTRIBUTIONS, SIAM journal on control and optimization, 32(4), 1994, pp. 965-974
Citations number
21
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
32
Issue
4
Year of publication
1994
Pages
965 - 974
Database
ISI
SICI code
0363-0129(1994)32:4<965:PDOACO>2.0.ZU;2-N
Abstract
The positive dependence of a subclass of multivariate exponential dist ributions is examined. This class is characterized by an index vector k and a parameter vector lambda, which are used as an ordering to yiel d degrees of positive dependence. The results presented have a direct implication on the reliability function of a system and the survival p robability function of a shock model, and consequently on the optimal assembly of systems.