Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley Marginal
Huang and Kotz (1984) proposed a two-parameter extension of the original Fralie-Gumble-Morgenstern (FGM) family to model the higher association between the random variables. In this problem, we develop an iterated FGM (IFGM) based dependent stress-strength reliability model using Lindley marginals....
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University of Bologna
2025-01-01
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Online Access: | https://rivista-statistica.unibo.it/article/view/18225 |
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author | Anusha James Navin Chandra Filippo Domma |
author_facet | Anusha James Navin Chandra Filippo Domma |
author_sort | Anusha James |
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description | Huang and Kotz (1984) proposed a two-parameter extension of the original Fralie-Gumble-Morgenstern (FGM) family to model the higher association between the random variables. In this problem, we develop an iterated FGM (IFGM) based dependent stress-strength reliability model using Lindley marginals. Some important statistical and reliability properties of the proposed distribution are also derived. The prime goal of this study is to investigate the effect of stress-strength reliability parameters with respect to the variation in the dependence parameters α and β. Further, we compared the IFGM stress-strength reliability model with the original FGM using graphical representations to assess whether reliability was over or under-estimated. Finally, we investigated the performance of the proposed estimators through both Monte Carlo simulations as well as real data sets. |
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institution | Kabale University |
issn | 0390-590X 1973-2201 |
language | English |
publishDate | 2025-01-01 |
publisher | University of Bologna |
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series | Statistica |
spelling | doaj-art-5ab80b98a30a4d77a6b82e0a97f2f9cc2025-01-21T14:06:57ZengUniversity of BolognaStatistica0390-590X1973-22012025-01-0183318321210.6092/issn.1973-2201/1822516584Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley MarginalAnusha James0Navin Chandra1Filippo Domma2https://orcid.org/0000-0002-1489-1065Pondicherry University, Puducherry, 605 014, IndiaPondicherry University, Puducherry, 605 014, IndiaUniversity of Calabria, ItalyHuang and Kotz (1984) proposed a two-parameter extension of the original Fralie-Gumble-Morgenstern (FGM) family to model the higher association between the random variables. In this problem, we develop an iterated FGM (IFGM) based dependent stress-strength reliability model using Lindley marginals. Some important statistical and reliability properties of the proposed distribution are also derived. The prime goal of this study is to investigate the effect of stress-strength reliability parameters with respect to the variation in the dependence parameters α and β. Further, we compared the IFGM stress-strength reliability model with the original FGM using graphical representations to assess whether reliability was over or under-estimated. Finally, we investigated the performance of the proposed estimators through both Monte Carlo simulations as well as real data sets.https://rivista-statistica.unibo.it/article/view/18225lindley distributionstress-strength reliabilityifgm copulapseudo likelihood estimationmonte-carlo simulation |
spellingShingle | Anusha James Navin Chandra Filippo Domma Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley Marginal Statistica lindley distribution stress-strength reliability ifgm copula pseudo likelihood estimation monte-carlo simulation |
title | Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley Marginal |
title_full | Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley Marginal |
title_fullStr | Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley Marginal |
title_full_unstemmed | Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley Marginal |
title_short | Reliability Estimation of Dependence Structure System For Huang-Kotz Iterated FGM With Lindley Marginal |
title_sort | reliability estimation of dependence structure system for huang kotz iterated fgm with lindley marginal |
topic | lindley distribution stress-strength reliability ifgm copula pseudo likelihood estimation monte-carlo simulation |
url | https://rivista-statistica.unibo.it/article/view/18225 |
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