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A new bivariate shock model covering all degree of dependencies | ||
Journal of Sciences, Islamic Republic of Iran | ||
مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 16 شهریور 1404 | ||
نوع مقاله: Original Paper | ||
شناسه دیجیتال (DOI): 10.22059/jsciences.2025.386313.1007899 | ||
نویسندگان | ||
Hossienali Mohtashami-Borzadaran1؛ Hadi Jabbari Nooghabi* 2؛ Mohammad Amini1 | ||
1Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran | ||
2Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad | ||
چکیده | ||
This paper presents a bivariate distribution that improves the Marshall-Olkin exponential shock model. The new construction method enhances the model's capacity to include a common joint shock across components, making it especially suitable for reliability and credit risk assessments. The model features a single component and supports negative dependence structures. We investigate the key dependence properties and conduct a stress-strength analysis. After evaluating the performance of the parameter estimator, a chemical engineering data is analyzed. | ||
کلیدواژهها | ||
Dependence؛ Marshall-Olkin model؛ Shock model | ||
آمار تعداد مشاهده مقاله: 31 |