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A Measure of Association for Bivariate Frailty Distributions

โœ Scribed by Amita K. Manatunga; David Oakes

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
357 KB
Volume
56
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

A general formula is derived for the variance of Kendall's coefficient of concordance for absolutely continuous bivariate distributions generated by frailties. The formula is specialized to the case of Gumbel's Type II distribution of extreme values, which arises when the frailty has a positive stable distribution. A new diagnostic is suggested for the goodness of fit of a bivariate frailty distribution, based on the value of Kendall's tau for a truncated sample. It is shown that as a function of the proportion of the sample truncated, this truncated tau characterizes the original frailty distribution. The methods are applied to some cable insulation failure data.

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