A New Bivariate Shock Model Covering All Degrees of Dependencies | ||
| Journal of Sciences, Islamic Republic of Iran | ||
| دوره 35، شماره 4، زمستان 2024، صفحه 329-339 اصل مقاله (1.07 M) | ||
| نوع مقاله: Original Research Articles | ||
| شناسه دیجیتال (DOI): 10.22059/jsciences.2025.386313.1007899 | ||
| نویسندگان | ||
| Hossienali Mohtashami-Borzadaran؛ Hadi Jabbari Nooghabi* ؛ Mohammad Amini | ||
| Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Islamic Republic of Iran | ||
| چکیده | ||
| This paper presents a bivariate distribution that improves the Marshall-Olkin exponential shock model. The new construction method enhances the model’s capacity to include a common joint shock across components, making it especially suitable for reliability and credit risk assessments. The model features a single component and supports negative dependence structures. We investigate the key dependence properties and conduct a stress-strength analysis. After evaluating the performance of the parameter estimator, chemical engineering data is analyzed. | ||
| کلیدواژهها | ||
| Dependence؛ Marshall-Olkin model؛ Shock model | ||
| مراجع | ||
|
| ||
|
آمار تعداد مشاهده مقاله: 416 تعداد دریافت فایل اصل مقاله: 219 |
||