Article ID Journal Published Year Pages File Type
4627854 Applied Mathematics and Computation 2014 10 Pages PDF
Abstract

We provide exact formulas about the survival copula of an exchangeable random vector of residual lifetimes when some of the components have failed. Specific computations are carried out in the case of Archimedean copulas and the evolution of dependence after successive failures of some components is shown numerically via measures of association.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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