INFERENCE IN THE MULTIVARIATE EXPONENTIAL MODELS

  • David D. Hanagal Department of Statistics, University of Pune, Pune-411007, India
Keywords: Fisher information, Generalized likelihood ratio test, Maximum likelihood estimator, Multivariate exponential model, Simultaneous failures

Abstract

Block (1975) extended bivariate exponential distributions (BVEDs) of Freund (1961) and Proschan and Sullo (1974) to multivariate case and called them as Generalized Freund- Weinman's multivariate exponential distributions (MVEDs). In this paper, we obtain MLEs of the parameters and large sample test for testing independence and symmetry of k components in the generalized Freund-Weinman's MVEDs.

 

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Published
2009-08-12
Section
Articles