从可靠性函数推断关联:一种基于copula的方法

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Brazilian Journal of Probability and Statistics Pub Date : 2021-07-01 DOI:10.1214/20-BJPS491

B. Vineshkumar, N. Nair

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引用次数: 0

摘要

Nair, Sankaran和John (Metron 76(2018) 133-153)根据copula定义并研究了可靠性函数的性质。在本文中，我们研究了这些函数在推断二元分布的时变关联中的效用。我们在研究中考虑了克莱顿关联度量。给出了该测度用阿基米德copulas生成子表示的一般表达式，并给出了利用这些生成子求关联性质的方法。我们推导了关联测度与与发电机相关的分布的老化特性之间的关系。我们分析了如何利用存活组合的危险率来研究两个随机变量之间的关联。讨论了结果在实际生活中的应用。

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Inferring association from reliability functions: An approach based on copulas

Nair, Sankaran and John (Metron 76 (2018) 133–153) have defined and studied the properties of reliability functions in terms of copulas. In the present paper, we investigate the utility of such functions in inferring the time-dependent association of bivariate distributions. We consider the Clayton measure of association for the study. A general expression for this measure in terms of the generator of Archimedean copulas is given, and a method of finding nature of association using the generators is provided. We derive the relationship of the association measure with the ageing property of the distribution, associated with the generator. We analyze how the hazard rate of survival copulas can be utilized in studying the association between two random variables. Applications of the results in real life situations are discussed.

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来源期刊

Brazilian Journal of Probability and Statistics STATISTICS & PROBABILITY-

CiteScore

1.60

自引率

10.00%

发文量

审稿时长

>12 weeks

期刊介绍： The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes. More specifically, the following types of contributions will be considered: (i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects. (ii) Original articles developing theoretical results. (iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it. (iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.