Multivariate Life Distributions Induced by Gamma Process Environments,

Abstract

We develop a class of multivariate life distributions based on the notion that an unknown common environment induces dependencies. The environment is assumed to be dynamic and is described by a gamma process. The multivariate exponential distribution of Marshall and Olkin, motivated via an environment comprising of nonfatal Poisson shock processes wherein the probability of failure associated with each shock is the same, turns out to be a special case of our development. The gamma process environment reduces to a consideration of a Poisson shock model with the shocks having different probabilities of failure. (AN)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1989
Accession Number
ADA293918

Entities

People

  • Mark A. Youngren
  • Nozer Singpurwalla

Organizations

  • George Washington University

Tags

DTIC Thesaurus Topics

  • Environment
  • Intensity
  • Materials
  • Military Research
  • Probability
  • Reliability
  • Shot Noise
  • Stochastic Processes
  • Survival
  • Uncertainty
  • Universities

Fields of Study

  • Mathematics

Readers

  • Combustion Dynamics and Shock Wave Physics.
  • Statistical inference.
  • Systems Analysis and Design