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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Main Authors: Anusha James, Navin Chandra, Filippo Domma
Format: Article
Language:English
Published: University of Bologna 2025-01-01
Series:Statistica
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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
collection DOAJ
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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issn 0390-590X
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publishDate 2025-01-01
publisher University of Bologna
record_format Article
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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AT navinchandra reliabilityestimationofdependencestructuresystemforhuangkotziteratedfgmwithlindleymarginal
AT filippodomma reliabilityestimationofdependencestructuresystemforhuangkotziteratedfgmwithlindleymarginal