Bivariate Marshall-Olkin Model with Singularity Along the Arbitrary Curve and Industry Applications

• Grant number: 16/03784-0
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: April 01, 2016
• End date: July 31, 2017
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics
• Principal Investigator: Nikolai Valtchev Kolev
• Grantee: Hugo Alberto Brango García
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Associated research grant: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry, AP.CEPID

Abstract

This project will focus on modified version of the classical bivariate Marshall-Olkin model, when the possible singularity is concentrated along an arbitrary curve in the first quadrant. Probability and aging properties ofthe model will be studied, together with features related to evolution of dependence along time using typical probability and reliability techniques. As a second step, we will consider a similar scenario for the extended version of the Marshall-Olkin model relaxing the independence assumption between variables involved. Statistical Inference procedures and possible applications in industry will be suggested.