Applications of Mathematics, ( ISI ), Volume (64), No (4), Year (2019-6) , Pages (437-467)

Title : ( Stress-strength based on $m$-generalized order statistics and concomitant for dependent families )

Authors: Filippo Domma , Abbas Eftekharian , Mostafa Razmkhah ,

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Abstract

The stress-strength model is proposed based on the $m$-generalized order statistics and the corresponding concomitant. For the dependency between $m$-generalized order statistics and its concomitant, a bivariate copula expansion is considered and the stress-strength model is obtained for two special cases of order statistics and upper record values. In the particular case of copula function, the generalized Farlie-Gumbel-Morgenstern bivariate distribution function is considered with proportional reversed hazard functions as marginal functions. Based on the order statistics and record values, two estimators of stress-strength are presented using a procedure similar to the inference functions for margins. Finally, a simulation study is carried out which shows the good performance of the proposed estimators for a finite sample.

Keywords

, copula function; Dagum distribution; generalized order statistics; Farlie, Gumbel, Morgenstern distribution; proportional reversed hazard family; record values
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@article{paperid:1075524,
author = {Filippo Domma and عباس افتخاریان and Razmkhah, Mostafa},
title = {Stress-strength based on $m$-generalized order statistics and concomitant for dependent families},
journal = {Applications of Mathematics},
year = {2019},
volume = {64},
number = {4},
month = {June},
issn = {0862-7940},
pages = {437--467},
numpages = {30},
keywords = {copula function; Dagum distribution; generalized order statistics; Farlie-Gumbel-Morgenstern distribution; proportional reversed hazard family; record values},
}

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%0 Journal Article
%T Stress-strength based on $m$-generalized order statistics and concomitant for dependent families
%A Filippo Domma
%A عباس افتخاریان
%A Razmkhah, Mostafa
%J Applications of Mathematics
%@ 0862-7940
%D 2019

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