On joint Weibull probability density functions

DOI10.1016/J.AML.2005.02.011MaRDI QIDQ812696zbMATH OpenOpenAlexFDO

Authors Arni S. R. Srinivasa Rao

Publication date 24 January 2006

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2005.02.011

zbMATH Keywords

joint Weibull probability functionsLaplace transformationmultivariate distributionproduct of Weibull distributionsreliabilitytesting problems

Mathematics Subject Classification ID

Laplace transform (44A10) Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Review text

The present article proves two results on joint Weibull probability density functions: (1) A formula for the product of \(n\) density functions is derived using representations based on \(n\)-variable Laplace transformations. (2) A random variable construction is devised for the joint probability function of Weibull distributions, in order to obtain a useful inequality, with applications in life testing problems, statistical quality control charts, reliability for assessing the importance of individual components of a system.

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Cites work

• Bivariate distributions with Weibull conditionals
• Controllability in the Kornai-Weibull queueing model of a market in a shortage economy
• Modified weighted least-squares estimators for the three-parameter Weibull distribution
• Multivariate distributions having Weibull properties
• On Some Permissible Estimators of the Location Parameter of the Weibull and Certain Other Distributions

Cited in

(3)

• On the WMC density as an inverse Gaussian probability density
• Product representations for random variables with Weibull distributions and their applications
• On some new classes of multivariate probability distributions

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