A Doubly-Flexible Model Based on Generalized Gamma Frailty for Two-component Load-sharing Systems

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Detalles Bibliográficos
Autores principales:	Biswas, Shilpi, Ganguly, Ayon, Mitra, Debanjan
Formato:	Preprint
Publicado:	2025
Materias:	Applications Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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author	Biswas, Shilpi Ganguly, Ayon Mitra, Debanjan
author_facet	Biswas, Shilpi Ganguly, Ayon Mitra, Debanjan
contents	For two-component load-sharing systems, a doubly-flexible model is developed where the generalized Fruend bivariate (GFB) distribution is used for the baseline of the component lifetimes, and the generalized gamma (GG) family of distributions is used to incorporate a shared frailty that captures dependence between the component lifetimes. The proposed model structure results in a very general two-way class of models that enables a researcher to choose an appropriate model for a given two-component load-sharing data within the respective families of distributions. The GFB-GG model structure provides better fit to two-component load-sharing systems compared to existing models. Fitting methods for the proposed model, based on direct optimization and an expectation maximization (EM) type algorithm, are discussed. Through simulations, effectiveness of the fitting methods is demonstrated. Also, through simulations, it is shown that the proposed model serves the intended purpose of model choice for a given two-component load-sharing data. A simulation case, and analysis of a real dataset are presented to illustrate the strength of the proposed model.
format	Preprint
id	arxiv_https___arxiv_org_abs_2509_12686
institution	arXiv
publishDate	2025
record_format	arxiv
spellingShingle	A Doubly-Flexible Model Based on Generalized Gamma Frailty for Two-component Load-sharing Systems Biswas, Shilpi Ganguly, Ayon Mitra, Debanjan Applications Methodology For two-component load-sharing systems, a doubly-flexible model is developed where the generalized Fruend bivariate (GFB) distribution is used for the baseline of the component lifetimes, and the generalized gamma (GG) family of distributions is used to incorporate a shared frailty that captures dependence between the component lifetimes. The proposed model structure results in a very general two-way class of models that enables a researcher to choose an appropriate model for a given two-component load-sharing data within the respective families of distributions. The GFB-GG model structure provides better fit to two-component load-sharing systems compared to existing models. Fitting methods for the proposed model, based on direct optimization and an expectation maximization (EM) type algorithm, are discussed. Through simulations, effectiveness of the fitting methods is demonstrated. Also, through simulations, it is shown that the proposed model serves the intended purpose of model choice for a given two-component load-sharing data. A simulation case, and analysis of a real dataset are presented to illustrate the strength of the proposed model.
title	A Doubly-Flexible Model Based on Generalized Gamma Frailty for Two-component Load-sharing Systems
topic	Applications Methodology
url	https://arxiv.org/abs/2509.12686

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