TY - JOUR
T1 - On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions
AU - Yan, Rongfang
AU - You, Yinping
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2017 Taylor & Francis Group, LLC.
PY - 2017/12/2
Y1 - 2017/12/2
N2 - This paper deals with bivariate Farlie–Gumbel–Morgenstern distributions. We build the TP2 (RR2) property of the residual lifetime and study the evolution of the dependence of the residual lifetime at large age. Also, we derive the aging property in the sense of the upper orthant order. Furthermore, in the context of IFR (DFR) marginals the residual lifetime at the age above the median is found to be increasing (decreasing) in the upper orthant order.
AB - This paper deals with bivariate Farlie–Gumbel–Morgenstern distributions. We build the TP2 (RR2) property of the residual lifetime and study the evolution of the dependence of the residual lifetime at large age. Also, we derive the aging property in the sense of the upper orthant order. Furthermore, in the context of IFR (DFR) marginals the residual lifetime at the age above the median is found to be increasing (decreasing) in the upper orthant order.
KW - Copula
KW - IFR
KW - NBU
KW - RTI
KW - TP2
KW - upper orthant order
UR - http://www.scopus.com/inward/record.url?scp=85028531371&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85028531371&partnerID=8YFLogxK
U2 - 10.1080/03610926.2017.1285927
DO - 10.1080/03610926.2017.1285927
M3 - Article
AN - SCOPUS:85028531371
SN - 0361-0926
VL - 46
SP - 11843
EP - 11853
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 23
ER -