Association Measures for Bivariate Lifetime Data

Abstract

Reversed hazard rates are found to be very useful in survival and reliability studies especially in cases of parallel systems and left-censored data. We introduce four association measures using reversed hazard rates and mean waiting time. We then study the properties of these measures. Nonparametric estimators of these measures are developed. Finally, the application of these measures is illustrated with two real life data sets.

Keywords:

• Association measure
• Clayton's dependence measure
• Reversed hazard rates

Mathematics Subject Classification:

• Primary 62H20
• Secondary 62N02

Acknowledgment

The first author would like to thank University Grant Commission, Government of India, for the financial support and the second author is grateful to Council of Scientific and Industrial Research, Government of India, for the financial support.