Doctoral Dissertations
Abstract
"The bivariate exponential distribution is neither absolutely continuous nor discrete due to the property that there is a positive probability that the two random variables may be equal. Basic properties of the distribution are presented as well as methods of parameter estimation including maximum likelihood. The distribution is shown to satisfy the usual regularity conditions in spite of its possession of a singularity. The maximum likelihood estimates are asymptotically efficient. Two other methods of estimation are compared with the maximum likelihood method in terms of efficiency. Tests of the hypothesis that two random variables each have independent exponential distributions versus the alternative hypothesis that the variables follow a bivariate exponential distribution with positive correlation are considered in detail. The estimation of the reliability of a simple two component series system or a parallel system in which the components have life times which follow the bivariate exponential distribution is considered. The errors made when assuming erroneously that the two random variables are independent, each with exponential distributions, when in fact they follow the bivariate exponential distribution, are illustrated"--Abstract, page ii.
Advisor(s)
Bain, Lee J., 1939-
Committee Member(s)
Hicks, Troy L.
Higgins, James J.
Stouvjevy, Coslan V.
Howell, Ronald H. (Ronald Hunter), 1935-
Gillett, Billy E.
Department(s)
Mathematics and Statistics
Degree Name
Ph. D. in Mathematics
Sponsor(s)
National Science Foundation (U.S.)
Publisher
University of Missouri--Rolla
Publication Date
1971
Pagination
vii, 108 pages
Note about bibliography
Includes bibliographical references (pages 106-107).
Rights
© 1971 Bruce Mohr Bemis, All rights reserved.
Document Type
Dissertation - Open Access
File Type
text
Language
English
Subject Headings
Distribution (Probability theory)Mathematical statistics -- Computer simulation
Thesis Number
T 2423
Print OCLC #
6024480
Electronic OCLC #
859210568
Recommended Citation
Bemis, Bruce Mohr, "Some statistical inferences for the bivariate exponential distribution" (1971). Doctoral Dissertations. 2265.
https://scholarsmine.mst.edu/doctoral_dissertations/2265