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2.1 Introduction
LMP. In proper
14
Sethuraman (1965)
(2.4)
(2.5)
loge, is
1og n2
or
E(h(X-x)IX>_x) = g(x),
x?O (2.7)
Here h(.) and g (.) are known functions ending up with the
solutions that are proper survival functions. More details are available
in Kotlarski (1972), Laurent (1972 ), Shanbhag and Rao (1975), Dallas
( 1976) and Gupta (1976).
(2.9)
(2.10)
(2.11)
(2.16)
10
11
(2.19)
where
R(xl,x2) =
P(Xl_
xl,X2?x2)
12
ax;
13
It can be seen
that this situation exists when the distribution is the product of the
independent exponential marginals .
bivariate exponential
2 2>0, 0<_8<_212 2.
G i(xi+yi,
and
x2) = G1(xl,x2)G1(y1,x2)
(2.27)
yl,y2 >0
14
by
p(X,>_x,+y,IX,>_ x,, X;=xj) = P(X, >_y,l Xj =x1), ij = 1,2;
(2.28)
for all x,, y, >0 and proved that ( 2.28) holds iff the distribution is the
bivariate exponential by Arnold and Strauss
0, xl,x2 >0
(2.29)
where 0 =0(8) 8e""8 /-E,(1/8)with E,(u)
W
f e-'"w-ldw
u
X12t, X22!t)=
P(Xl>
xl x2 ,t =0,1,2,... .
15
R(x i ,x2) _
P " Pi
i -xz
P xz P22
x1
(2.31)
P(X1 = X1 X2 = x2)
l+p?p1+P2; 0<p<_P;<1, p = pl+p2-c3-1 with c3 =
P(X1 X1 X2 = x2)
definition of failure rate defined by Nair and Hitha (1989), Kotz and
Johnson ( 1991) extended the use of partial sums to the bivariate
discrete case. The possible distributions are geometric , waring and
negative hypergeometric.
16
(2.33)
dx
The mean residual life
r(x) = E(X-xIX>x)
R(x) f R(t)dt
(2.34)
(2.35)
and
R(x) = r(O) exp - J 1 dt .
r(x) 0 r(t)
(2.36)
17
(2.37)
If (X1,X2)
is
(2.38)
ax l ax2
as
treated A the lives of the components in a two-
,x z)
R(x1,x2)
f(x1
(2.39)
a(xl,x2 ) =
aH aH a2H
&1 ax2
(2.40)
&1&2
where
H = - log R(xi,x2).
Johnson and Kotz (1975) gives another approach to define the
bivariate failure rate as a vector (hl(x1 ,x2), h2 (xl,x2 )) where
h;(x1,x2) _
-alogR(x1,x2)
&i
, i=1,2. (2.41)
18
R(xi,x2) = exp
{_
h1(tio)dI1 -
or
x2
R(xi,x2) = exp
xi
(2.43)
(2.44)
ax3
Buchanan and Singpurwalla (1977 ) define the bivariate mean
residual life ( m.r.l.) function r(x1,x2) by
r(x1,x2 ) = E((X1-x1) (X2-x2) 1 X1>x1, X2> x2) (2.45)
The second definition is provided by Shanbhag and Kotz(1987) and
Arnold and Zahedi
function on R2 '= {(x1 , x2), O<x1 , x2<0o } is defined by (rl(x1 , x2), r2(x1,x2))
I f R ( t ,xJ )dt , i , j =1 , 2 ; i #j
R(xl,x2) x,
(2.46)
( 2 . 47 )
19
r,(0,0)rz(x>,0)
ex p
r1(x1,0)r2(xi , x2)
x, dt
X2
dt
-O r1(t,0) - i1x1,t) j
(2.48)
or
R(xi,x2) =
r,(O,x2 )r2(0,0)
- j^ dt 2 dt
exp J J
r,(x,,x2 )r2(0,x2)
0 ri(t,x2) 0
r2(O,t)
(2.49)
(2.50)
(2.51)
(2.52)
20
and
R(x) =
[
r(u
(2.53)
where f(0) is determined such that Yf(x)=1. Hitha and Nair (1989)
x
= xn
(2.55)
P X,>_x1,...,Xn>-xn)
P(X,=xX2=x2)
Xz z)
> x
= p (Xt > x 1,-
(2.56)
21
and this vector determines the survival function uniquely through the
formula
x'
x2
(2.58)
r=1
P(X1
x1,X2
P(X; x;, Xj = xj )
(2.59)
(2.60)
It is also proved that r;(xl,x2)= c; for i=1,2 if and only if X;'s are
independent geometric random variables and ri (x1,x2 ) = A;(x1), i, j=1,2;
22
9x'x2,
F(x). Then
Take a sampling
23
Let
VV be the time measured from t to the next renewal to occur after it.
That is VV is the residual life time of the component in use at time t.
Cox (1962) proved that the limiting distribution of Ut and Vr is
common, called the equilibrium distribution and has a density of the
form specified by (2.62). In this physical situation Y represents the
residual life of the component whose life length is X. For the
applications of equilibrium distribution in reliability studies, we refer
Scheaffer (1972), Rao(1985), Deshpande et al. (1986) and Blumenthal
(1967).
24
However the
w( x1,x2 )f (x1,x2)
E[w(X1,X2)]
When
w(xl,x2) = 1/h(xl,x2)
(2.63)
(2.64)
= 1/r(xl,x2 )
(2.66)
where hy(.,.) is the scalar failure rate of (Y1,Y2) and r (xl,x2) is the
scalar m . r.l function of (X1,X2).
26
-^ f(x, 0
*)
(2.67)
where 0 * E O,
1. Truncating the or`ginal distribution at some point xo_0.
2. Considering the observable distribution for life time X ?xo and
3. Changing the origin by means of the transformation given by
X1=X-xo, so that X1 ?0.
is said to
have the SCBZ property if for each xo >_0 and 0 EO, the survival
function satisfies the equation
R(x+xo, 0) = R(xo, 0) R(x, 0 * )
with 0* = 0 *(xo)EO.
(2.68)
27
P(X>_x+xojX>
_xo) = P(X*>_x),
(2.69)
changed. The parameters which does not undergo any change under
the SCBZ transformation has been called normalizing constants.
of the distribution
ensures
28
Rao (1990 ) proved that the life expectancy has a simple form
if the family has SCBZ property and used this property of the time to
tumor distribution with survival function
, a, 8, y>0
f r R(x, 0)
dx
S R(xo,0)
f'R(x+xo,0)dx
O R(xo,0)
That is
(2.70)
Gompertz,
linear
by Rao
(1990)
29
tumor free life expectancy are also considered there. Rao and
Damaraju (1992) have shown that the inequalities in the definitions
of the measures New Better than
than Used in Expectation
(NBUE)
The survival
function of the individual upto age xo can have the idea that the
30
The
R(x , + x o, x o, O)
R(xo'x0'O)
(2 . 71)
In a similar way,
=
P ( X22!x2 + xo I X l ? xo, X2 _xo)
>
R(xx2 +xo,O)
R(xo, xa, 0)
(2 . 72)
Using this notations Rao et. al.(1993b) defined SCBZ property in the
bivariate case as follows.
R(xl,xo, 0 * )
(2.73)
and
R(x'x2 +x'O) = R(xo,x2, O**)
R(xo, xo,O)
where O*= O*(xo) and O** = O**(xo) Oo where Oo denote the boundary
of O.
31
r 1(xo,xo,9)
1R(x, +xo,x0,6)
dx
o
R(x o , x o, 0)
W
= f R(x,,xo,B*)dx, .
0
Similiraliy
r2(xo,xo,e) = f R(xo,x2,6#)dx2
0