On inequalities for functionals of bivariate distributions with monotone failure rates |
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| Authors: | E.V. Chepurin P. Fehrmann |
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| Affiliation: | 1. Department of mechanics and mathematics , Moscow State University , Moscow, 117234, USSR;2. Sektion Mathematik , Humboldt-Universit?t , PSF 1297, Berlin, DDR-1086 |
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| Abstract: | Estimates are obtained for functionals of convolutions of distributions functions with monotone failure rate.These estimates are expressed in terms of the corresponding functionals for convolutions of bivariate exponential distributions with dependent components.The obtained inequalities cannot be improved in a special sense in the class of all bivariate distributions with the monotone failure rate.The mentioned inequalities are used for the estimation of some characteristics of bivariate cumulative processes and to obtain conservative confidence bands. |
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| Keywords: | Approximation maximum likelihood response function transformations |
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