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Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability

机译:选定的奇异通用 - 双曲线分布,申请订购统计和可靠性

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摘要

In this paper, the truncated version of the selected multivariate generalized-hyperbolic distributions is introduced. Considering special truncations, the joint distribution of the consecutive order statistics from the multivariate generalized-hyperbolic (GH) distribution is derived. It is shown that this joint distribution can be expressed as mixtures of the truncated selected-GH distributions. All of these truncated distributions are expressed as the selected singular-GH distributions. These results are used to obtain some expressions for the reliability measures such as mean residual life time, mean inactivity time and regression mean residual life for k-out-of-n systems.
机译:在本文中,介绍了所选多变量通用 - 双曲分布的截断版本。考虑到特殊截断,导出了来自多变量通用 - 双曲线(GH)分布的连续阶统计的联合分布。结果表明,该接合分布可以表示为截短的选定-GH分布的混合物。所有这些截断的分布都表示为所选择的奇异GH分布。这些结果用于获得用于可靠性措施的一些表达,例如平均剩余寿命,意味着K-OF-N个系统的不活动时间和回归平均值寿命。

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