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Reliability For A Bivariate Gamma Distribution

  • Saralees Nadarajah and Samuel Kotz
Published/Copyright: March 15, 2010
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Stochastics and Quality Control
From the journal Volume 20 Issue 1

Abstract

In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability R = Pr(X <Y). The algebraic form for R = Pr(X <Y) has been worked out for the vast majority of the well-known distributions when X and Y are independent random variables belonging to the same univariate family. In this paper, we consider forms of R when (X, Y) follow a bivariate distribution with dependence between X and Y. In particular, we derive explicit expressions for R when the joint distribution is bivariate gamma. The calculations involve the use of special functions.

Published Online: 2010-03-15
Published in Print: 2005-April

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