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On the reliability for some bivariate dependent beta and Kumaraswamy distributions: a brief survey. (English) Zbl 1432.62345

Summary: In the area of stress-strength models, there has been a large amount of work regarding the 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, forms of \(R\) are considered when \((X,Y)\) follow bivariate distributions with dependence between \(X\) and \(Y\). In particular, explicit expressions for \(R\) are derived when the joint distribution are dependent bivariate beta and bivariate Kumaraswamy. The calculations involve the use of special functions.

MSC:

62N05 Reliability and life testing
62E15 Exact distribution theory in statistics
62H12 Estimation in multivariate analysis
60E05 Probability distributions: general theory
62E10 Characterization and structure theory of statistical distributions
Full Text: DOI

References:

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