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A new class of bivariate lifetime distributions
Authors:Serkan Eryilmaz
Institution:Department of Industrial Engineering, Atilim University, Incek, Ankara, Turkey
Abstract:This paper introduces a new class of bivariate lifetime distributions. Let {Xi}i ? 1 and {Yi}i ? 1 be two independent sequences of independent and identically distributed positive valued random variables. Define T1 = min?(X1, …, XM) and T2 = min?(Y1, …, YN), where (M, N) has a discrete bivariate phase-type distribution, independent of {Xi}i ? 1 and {Yi}i ? 1. The joint survival function of (T1, T2) is studied.
Keywords:Bivariate geometric distribution  bivariate phase-type distributions  survival function  
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