Accession Number : ADA293913

Title :   Multivariate Life Distributions Induced by Shot-Noise Process Environments,

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON DC

Personal Author(s) : Singpurwalla, Nozer D. ; Youngren, Mark A.

PDF Url : ADA293913

Report Date : 01 MAR 1989

Pagination or Media Count : 11

Abstract : We develop a class of univariate and multivariate life distributions for components and systems which operate in an unknown environment. The environment is assumed to be dynamic and is described by a shot-noise process. Special cases result in a univariate distribution with monotone hazard rates, and what appears to be a new family of multivariate exponential distributions with a singular component. (AN)

Descriptors :   *MULTIVARIATE ANALYSIS, STOCHASTIC PROCESSES, LIFE EXPECTANCY(SERVICE LIFE), HAZARDS, TIME DEPENDENCE, PROBABILITY DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, DAMAGE ASSESSMENT, VARIATIONS, RELIABILITY, SYSTEMS ANALYSIS, EXPONENTIAL FUNCTIONS, BIVARIATE ANALYSIS, POISSON DENSITY FUNCTIONS, MONOTONE FUNCTIONS.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE