Stress-Strength and Ageing Intensity Analysis via a New Bivariate Negative Gompertz-Makeham Model

Authors

  • Ali Dolati Department of Statistics, Ordered Data, Reliability and Dependency Center of Excellence, Ferdowsi University of Mashhad, Mashhad, Iran
  • Hadi Jabbari Department of Statistics, Ordered Data, Reliability and Dependency Center of Excellence, Ferdowsi University of Mashhad, Mashhad, Iran
  • Mohammad Amini Department of Statistics, Ordered Data, Reliability and Dependency Center of Excellence, Ferdowsi University of Mashhad, Mashhad, Iran
Abstract:

In Demography and modelling mortality (or failure) data the univariate Makeham-Gompertz is well-known for its extension of exponential distribution. Here, a bivariate class of Gompertz--Makeham distribution is constructed based on random number of extremal events. Some reliability properties such as ageing intensity, stress-strength based on competing risks are given. Also dependence properties such as dependence structure, association measures and tail dependence measures are obtained. A simulation study and a performance analysis is given based on estimators such as MLE, Tau-inversion and Rho-inversion.

Upgrade to premium to download articles

Sign up to access the full text

Already have an account?login

similar resources

The Gompertz-Makeham distribution

This work is about the Gompertz-Makeham distribution. The distribution has been applied plenty of times. The properties of the Gompertz-Makeham distribution investigated in this work are unimodality of the Gompertz-Makeham distribution and relationship between the median value and the mean residual life time of the Gompertz-Makeham distribution. For most of the realistic set of parameter values...

full text

A New Class of Bivariate Gompertz Distributions and its Mixture

A new class of bivariate Gompertz distributions is presented in this paper. The model introduced here is of Marshall-Olkin type. The used procedure is based on a latent random variable with exponential distribution. A mixture of the suggested bivariate distributions is also derived. The obtained results in this paper generalize those of MarshallOlkin bivariate exponential distribution and other...

full text

A New Generalization of the Gompertz distribution

‎In this paper‎, ‎a new distribution of the three-parameter lifetime model called the Marshall-Olkin Gompertz is proposed on the basis of the Gompertz distribution‎. ‎It is a generalization of the Gompertz distribution having decreasing failure rate and can also be increasing and bathtub-shaped depending on its parameters‎. ‎The probability density function‎, ‎cumulative distribution function‎,...

full text

A bivariate Gompertz regression model with shared gamma frailty for censored data

The Gompertz distribution has many applications, particularly in medical and actuarial studies. However, there has been little recent work on the Gompertz in comparison with its early investigation. The problem of analyzing and estimating parameters of bivariate Gompertz distribution with shared frailty is of interest and the focus of this paper. We propose maximum likelihood estimation procedu...

full text

On the bivariate negative binomial regression model

In this paper, a new bivariate negative binomial regression (BNBR) model allowing any type of correlation is defined and studied. The marginal means of the bivariate model are functions of the explanatory variables. The parameters of the bivariate regression model are estimated by using the maximum likelihood method. Some test statistics including goodness-of-fit are discussed. Two numerical da...

full text

A new bivariate exponential distribution for modeling moderately negative dependence

This paper introduces a new bivariate exponential distribution, called the Bivariate Affine-Linear Exponential distribution, to model moderately negative dependent data. The construction and characteristics of the proposed bivariate distribution are presented along with estimation procedures for the model parameters based on maximum likelihood and objective Bayesian analysis. We derive Jeffreys...

full text

My Resources

Save resource for easier access later

Save to my library Already added to my library

{@ msg_add @}


Journal title

volume 20  issue 1

pages  219- 246

publication date 2021-06

By following a journal you will be notified via email when a new issue of this journal is published.

Keywords

Hosted on Doprax cloud platform doprax.com

copyright © 2015-2023