Bivariate iterated FarlieGumbelMorgenstern stressstrength reliability model for Rayleigh margins: Properties and estimation
- Title
- Bivariate iterated FarlieGumbelMorgenstern stressstrength reliability model for Rayleigh margins: Properties and estimation
- Creator
- Chandra N.; James A.; Domma F.; Rehman H.
- Description
- In this paper, we propose bivariate iterated FarlieGumbelMorgenstern (FGM) due to[Huang and Kotz (1984). Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions. Biometrika 71(3), 633636. https://doi.org/10.2307/2336577] with Rayleigh marginals. The dependence stressstrength reliability function is derived with its important reliability characteristics. Estimates of dependence reliability parameters are obtained. We analyse the effects of dependence parameters on the reliability function. We found that the upper bound of the positive correlation coefficient is attaining to 0.41 under a single iteration with Rayleigh marginals. A comprehensive comparison between classical FGM with iterated FGM copulas is graphically examined to assess the over or under estimation of reliability with respect to ? and ?. We propose a two-phase estimation procedure for estimating the reliability parameters. A Monte-Carlo simulation study is conducted to assess the finite sample behaviour of the proposed reliability estimators. Finally, the proposed estimators are examined and validated with real data sets. 2024 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.
- Source
- Statistical Theory and Related Fields, Vol-8, No. 4, pp. 315-334.
- Date
- 2024-01-01
- Publisher
- Routledge
- Subject
- dependence stressstrength; Iterated FGM; Monte-Carlo simulation; Rayleigh distribution; reliability
- Coverage
- Chandra N., Department of Statistics, Ramanujan School of Mathematical Sciences, Pondicherry University, Puducherry, India; James A., Department of Statistics and Data Science, CHRIST University, Bengaluru, India; Domma F., Department of Economics, Statistics and Finance Giovanni Anania, University of Calabria, CS, Arcavacata of Rende, Italy; Rehman H., Department of Medicine (Biomedical Genetics), Boston University Chobanian & Avedisian School of Medicine, Boston, MA, United States
- Rights
- All Open Access; Gold Open Access
- Relation
- ISSN: 24754269
- Format
- Online
- Language
- English
- Type
- Article
Collection
Citation
Chandra N.; James A.; Domma F.; Rehman H., “Bivariate iterated FarlieGumbelMorgenstern stressstrength reliability model for Rayleigh margins: Properties and estimation,” CHRIST (Deemed To Be University) Institutional Repository, accessed February 24, 2025, https://archives.christuniversity.in/items/show/13493.