کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146713 | 957526 | 2010 | 16 صفحه PDF | دانلود رایگان |

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.
Journal: Journal of Multivariate Analysis - Volume 101, Issue 1, January 2010, Pages 52–67