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A generalized bivariate lifetime distribution based on parallel-series structures. (English) Zbl 1463.60011

In this paper, a generalized bivariate lifetime distribution is introduced. The construction principle is based on a dependent model consisting of two systems which have a random number of parallel subsystems with fixed components connected in series. The introduced bivariate distribution is considered in detail with particular emphasis on its dependence properties. Moreover, by using the extreme-value copulas, further results about measures of association and tail dependence are also investigated.

MSC:

60E05 Probability distributions: general theory
62N05 Reliability and life testing
62H20 Measures of association (correlation, canonical correlation, etc.)
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