Results 51 to 60 of about 73 (72)
Let X1,...,Xn be independent exponential random variables with respective hazard rates [lambda]1,...,[lambda]n, and let Y1,...,Yn be independent exponential random variables with common hazard rate [lambda].
Balakrishnan, N., Li, Xiaohu, Zhao, Peng
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Large deviations results for subexponential tails, with applications to insurance risk
Consider a random walk or Lévy process {St} and let [tau](u) = inf {t[greater-or-equal, slanted]0 : St > u}, P(u)(·) = P(· [tau](u) [infinity].
Asmussen, Søren, Klüppelberg, Claudia
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Availability of a Repairable k-out-of-n: G System with Repair Times Arbitrarily Distributed
, 2020 Boushaba, Mahmoud, Gherda, Mebrouk
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Some of the next articles are maybe not open access.
Multivariate Increasing Failure Rate Average Distributions
Annals of Probability, 1980Henry W. Block, Thomas H Savits
exaly
Further Results for Parallel Systems With Two Heterogeneous Exponential Components
Statistics, 2013Peng Zhao, Rongfang Yan
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Likelihood Ratio Order of m-Spacings in Multiple-Outlier Models
Communications in Statistics - Theory and Methods, 2007Xiaohu Li, Peng Zhao, Zhouping Li
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Properties of Coherent Systems With Dependent Components
Communications in Statistics - Theory and Methods, 2007José Ruiz +2 more
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