کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146713 957526 2010 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Study of some measures of dependence between order statistics and systems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Study of some measures of dependence between order statistics and systems
چکیده انگلیسی

Let X=(X1,X2,…,Xn) be a random vector, and denote by X1:n,X2:n,…X1:n,X2:n,…,Xn:nXn:n the corresponding order statistics. When X1,X2,…,XnX1,X2,…,Xn represent the lifetimes of nn components in a system, the order statistic Xn−k+1:nXn−k+1:n represents the lifetime of a kk-out-of-nn system (i.e., a system which works when at least kk components work). In this paper, we obtain some expressions for the Pearson’s correlation coefficient between Xi:nXi:n and Xj:nXj:n. We pay special attention to the case n=2n=2, that is, to measure the dependence between the first and second failure in a two-component parallel system. We also obtain the Spearman’s rho and Kendall’s tau coefficients when the variables X1,X2,…,XnX1,X2,…,Xn are independent and identically distributed or when they jointly have an exchangeable distribution.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 1, January 2010, Pages 52–67
نویسندگان
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