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Bivariate Marshall-Olkin model with singularity along the arbitrary curve and industry applications

Grant number: 16/03784-0
Support type:Scholarships in Brazil - Doctorate
Effective date (Start): April 01, 2016
Effective date (End): July 31, 2017
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics
Principal Investigator:Nikolai Valtchev Kolev
Grantee:Hugo Alberto Brango García
Home 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.