MULTIVARIATE LIOUVILLE DISTRIBUTIONS, II
Rameshwar D. Gupta
Donald St. P. Richards
Abstract: In this paper, we use the multivariate Liouville distributions to generalize many
aspects of the classical approach to statistical reliability theory. Using the results of Gupta
and Richards [10], we show that the assumption of independent, identically distributed,
exponential data can often be replaced by the more general requirement that the observations
have certain Liouville distributions. In this context, we generalize many classical results on
the construction of minimum variance unbiased estimators, inference under Type I and Type
II censoring plans, and applications to prediction problems and stress-strength studies.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -