Bivariate iterated Farlie–Gumbel–Morgenstern stress–strength reliability model for Rayleigh margins: Properties and estimation

• Published in: Statistical theory and related fields Vol. 8; no. 4; pp. 315 - 334
• Main Authors: Chandra, N., James, A., Domma, Filippo, Rehman, Habbiburr
• Format: Journal Article
• Language: English
• Published: Taylor & Francis Group 01.10.2024
• Subjects: dependence stress–strength; Iterated FGM; Monte-Carlo simulation; Rayleigh distribution; reliability

In this paper, we propose bivariate iterated Farlie–Gumbel–Morgenstern (FGM) due to [Huang and Kotz (1984). Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions. Biometrika 71(3), 633–636. https://doi.org/10.2307/2336577] with Rayleigh marginals. The dependence stress–strength r...