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...

Full description

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
id doaj-bc34c7d555c54609933c00b883716ec3
record_format Article
spelling doaj-bc34c7d555c54609933c00b883716ec32020-11-24T23:24:37ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472005-01-012005110111110.1155/MPE.2005.101Reliability for some bivariate beta distributionsSaralees Nadarajah0Department of Statistics, University of Nebraska, Lincoln 68583, NE, USAIn 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.http://dx.doi.org/10.1155/MPE.2005.101
collection DOAJ
language English
format Article
sources DOAJ
author Saralees Nadarajah
spellingShingle Saralees Nadarajah
Reliability for some bivariate beta distributions
Mathematical Problems in Engineering
author_facet Saralees Nadarajah
author_sort Saralees Nadarajah
title Reliability for some bivariate beta distributions
title_short Reliability for some bivariate beta distributions
title_full Reliability for some bivariate beta distributions
title_fullStr Reliability for some bivariate beta distributions
title_full_unstemmed Reliability for some bivariate beta distributions
title_sort reliability for some bivariate beta distributions
publisher Hindawi Limited
series Mathematical Problems in Engineering
issn 1024-123X
1563-5147
publishDate 2005-01-01
description 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.
url http://dx.doi.org/10.1155/MPE.2005.101
work_keys_str_mv AT saraleesnadarajah reliabilityforsomebivariatebetadistributions
_version_ 1725559824764108800