Reliability for some bivariate beta distributions

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...

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Bibliographic Details
Main Author: Saralees Nadarajah
Format: Article
Language:English
Published: Hindawi Limited 2005-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/MPE.2005.101
Description
Summary: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) follows a bivariate distribution with dependence between X and Y. In particular, we derive explicit expressions for R when the joint distribution is bivariate beta. The calculations involve the use of special functions.
ISSN:1024-123X
1563-5147