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International Conference on Statistics, Combinatorics and Related Areas - 7th International Conference of the Forum for Interdisciplinary Mathematics
December 19-21, 2000
Indian Institute of Technology-Bombay
Mumbai, Maharastra, India

Organizers
Satya N. Mishra (University of South Alabama), Sanjeev V. Sabnis (IIT, Bombay)

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Effect of Departure From Independence in a Two Component System
by
Usha Ananthakumar
Research Associate,Department of Mathematics, IIT Bombay
Coauthors: A. Subramanyam (Associate Professor, Department of Mathematics, IIT Bombay)

This article considers a two component system with dependent life times. The component lifetimes are assumed to be exponential. The joint distribution is modeled by Pickands bivariate exponential model which allows the full range of dependence. The article focuses on the consequences of departures from independence. It is pointed out that correlation coefficient is not an appropriate measure for such a study. Criteria for assessing the level of misspecification are suggested. These can be used to judge whether independence model is adequate or dependence should be included in the model.

KEY WORDS: Misspecification; Component life; Mean life; System Reliability; Pickands Bivariate Exponential

Date received: October 12, 2000

Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cafr-26.