INFERENCE IN THE MULTIVARIATE EXPONENTIAL MODELS
Keywords:
Fisher information, Generalized likelihood ratio test, Maximum likelihood estimator, Multivariate exponential model, Simultaneous failures.Abstract
Block (1975) extended bivariate exponential distributions (BVEDs) of Freund (1961) and Proschan and Sullo (1974) to multivariate case and called them as Generalized Freund- Weinman's multivariate exponential distributions (MVEDs). In this paper, we obtain MLEs of the parameters and large sample test for testing independence and symmetry of k components in the generalized Freund-Weinman's MVEDs.
Downloads
References
Al-Saadi, S.D. and Young, D.H. (1982). A test for independence in a multivariate
exponential distribution with equal correlation coefficient. Journal of Statistical
Computation and Simulation, 14, 219-27.
Barlow, R.E., Barthlomew, D.J., Bremner, J.M. and Brunk, H.D. (1972). Statistical Interface
Under Order Restriction. New York, John Wiley & Sons.
Block, H.W. and Basu, A.P. (1974). A continuous bivariate exponential extension. Journal
of the American Statistical Association, 69, 1031-37.
Block, H.W. (1975). Continuous multivariate exponential extensions. Reliabilty and Fault
Analysis, Eds. R.E. Barlow, J.B. Fussel and N.D. Singpurwala. Philadelphia; SIAM, 285-
Downton, F. (1970). Bivariate exponential distributions in reliability theory. Journal of the
Royal Statistical Society, Series B, 32, 408-17.
Freund, J.E. (1961). Bivariate extension of exponential distribution. Journal of the American
Statistical Association, 56, 971-77.
Hanagal, D.D. (1991a). Large sample tests of independence and symmetry in multivariate
exponential distribution. Journal of the Indian statistical Association, 29(2), 89-93.
Hanagal, D.D. (1991b). Some Contributions to the Inference in Bivariate and Multivariate
Exponential Distributions. Ph.D. thesis, University of Pune, India.
Hanagal, D.D. (1992). Some inference results in modified Freund’s bivariate exponential
distribution. Biometrical Journal, 34(6), 745-56.
