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Regression mean residual life of a system with three dependent components with normal lifetimes

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  • Madadi, Mohsen
  • Khalilpoor, Parisa
  • Jamalizadeh, Ahad

Abstract

In this paper, we use joint and conditional distributions of order statistics from a trivariate normal distribution to obtain closed expressions for reliability measures such as mean residual lifetime for systems with three dependent components with normal lifetimes.

Suggested Citation

  • Madadi, Mohsen & Khalilpoor, Parisa & Jamalizadeh, Ahad, 2015. "Regression mean residual life of a system with three dependent components with normal lifetimes," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 182-191.
    • Handle: RePEc:eee:stapro:v:100:y:2015:i:c:p:182-191
    DOI: 10.1016/j.spl.2015.02.003
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    References listed on IDEAS

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    1. Mahdi Tavangar & Majid Asadi, 2010. "A study on the mean past lifetime of the components of (n − k + 1)-out-of-n system at the system level," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(1), pages 59-73, July.
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    3. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    4. Arellano-Valle, Reinaldo B. & Genton, Marc G., 2007. "On the exact distribution of linear combinations of order statistics from dependent random variables," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1876-1894, November.
    5. Corrado Crocetta & Nicola Loperfido, 2005. "The exact sampling distribution of L-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 213-223.
    6. Loperfido, Nicola, 2002. "Statistical implications of selectively reported inferential results," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 13-22, January.
    7. Reinaldo B. Arellano‐Valle & Adelchi Azzalini, 2006. "On the Unification of Families of Skew‐normal Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 561-574, September.
    8. Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389, May.
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