Representation of Downton's bivariate exponential random vector and its applications

Bara Kim, Jeongsim Kim

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

Downton's bivariate exponential distribution is one of the most important bivariate distributions in reliability theory. In this paper a simple representation for Downton's bivariate exponential random vector is given. As an application of this representation, we consider a reliability model where an item is subject to shocks and obtain an explicit expression for the long-run cost rate.

Original languageEnglish
Pages (from-to)1743-1750
Number of pages8
JournalStatistics and Probability Letters
Volume81
Issue number12
DOIs
Publication statusPublished - 2011 Dec

Bibliographical note

Funding Information:
The authors are grateful for the Editor’s and referee’s comments and suggestions which improved this article. B. Kim’s research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology (2010-0013561) . J. Kim’s research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology (2011-0011887) .

Keywords

  • Conditional distribution
  • Downton's bivariate exponential distribution
  • Laplace-Stieltjes transform

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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