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Distribution of the Number of Observations Greater Than the ith Dependent Progressively Type-II Censored Order Statistic and Its Use in Goodness-of-fit Testing

Abstract

In a life-testing problem, it may be of interest to investigate the number of observations close to but greater than the median, minimum, or more generally, the ith progressively Type-II censored order statistic (PCOS-II). In this paper, we derive the probability mass and distribution functions of the number of observations greater than the ith PCOS-II for a system with identical components for the cases of independent as well as dependent components. The type of dependence considered among the component lifetimes is through an Archimedean copula. We also provide a goodness-of-fit method for determining the best copula model for a given PCOS-II. Finally, an example is provided to illustrate the results developed here.

Authors

Rezapour M; Alamatsaz MH; Balakrishnan N

Journal

Communication in Statistics- Theory and Methods, Vol. 44, No. 12, pp. 2517–2529

Publisher

Taylor & Francis

Publication Date

June 18, 2015

DOI

10.1080/03610926.2015.1043796

ISSN

0361-0926

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