The Exponential Distribution

The Exponential Distribution

Theory, Methods and Applications

Edited by

N. Balakrishnan
McMaster University
Hamilton, Ontario, Canada
and
Asit P. Basu
University of Missouri- Columbia
Columbia, Missouri, U.S.A.

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 To my brother Ramachandran
and sister-in-law Vijayalakshmi

To my wife Sandra Basu

and sons Amit and Shumit
Contents

List of Tables xvii

List of Figures xix
Preface xxi
List of Contributors xxiii

1. Genesis
Norman L. Johnson, Samuel Kotz, and N. Balakrishnan 1

1.1 Preliminaries 1
1.2 Historical Remarks 2
References 4

2. Basic Distributional Results and Properties

Asit P. Basu and Nader Ebrahimi 7

2.1 Introduction 7
2.2 Basic Results and Properties 8
References 14

3. Order Statistics and Their Properties

N. Balakrishnan and Bimal K. Sinha 17
3.1 Introduction 17
3.2 Basic Distributional Results and Properties 18
3.3 Recurrence Relations 19
3.4 Lorenz Ordering 20
3.5 Asymptotic Distributions 21
3.6 Relationship to Uniform Order Statistics 22
3. 7 Relationship to Geometric Order Statistics 23
3.8 Relationship to Double Exponential Order Statistics 23
3.9 Results for a Progressive Type-II Censored Sample 25
3.10 Results for Right-Truncated Exponential Distribution 26
3.11 Results for Doubly-Truncated Exponential Distribution 28
References 29
viii Contents

4. MLEs Under Censoring and Truncation and Inference

A. Clifford Cohen 33

4.1 Introduction 33
4.2 Parameter Estimation from Censored Samples 35
4.3 Estimation in Truncated Distributions 38
4.4 Errors of Estimates 41
4.5 Illustrative Examples 42
References 49
5. Linear Estimation Under Censoring and Inference
N. Balakrishnan and R.A. Sandhu 53

5.1 Introduction 53
5.2 Type-II Right Censored Samples 53
5.3 Type-II Doubly Censored Samples 56
5.4 Type-II Multiply Censored Samples 58
5.5 Type-II Progressively Right Censored Samples 60
5.6 General Type-II Progressively Censored Samples 61
5.7 Asymptotic Best Linear Unbiased Estimation Based On
Optimally Selected Order Statistics 64
5.8 Illustrative Examples 66
References 70
6. Reliability Estimation and Applications
Max Engelhardt 73

6.1 Introduction 73
6.2 Estimation with the One-Parameter Model 74
6.3 Estimation with the Two-Parameter Model 83
References 90
7. Inferences Under Two-Sample and Multi-Sample Situations
Gouri K . Bhattacharyya 93

7.1 Introduction 93
7.2 Notation and Preliminaries 95
7.3 Two-Sample Inferences Under Independent Type II
Censoring 97
7.4 Comparison of Several Populations Under Independent
Type II Censoring 103
7.5 Two-Sample Inferences Under Joint Type II Censoring 110
7.6 Miscellaneous Other Results 114
References 116
Contents IX

8. Tolerance Limits and Acceptance Sampling Plans

Lam Yeh and N. Balakrishnan 119

8.1 Introduction 119

8.2 One-Sided Tolerance Limits 120
8.3 One- and Two-Sided Sampling Plans 125
8.4 Bayesian Sampling Plans 128
References 136

9. Prediction Problems
H.N. Nagaraja 139

9.1 Introduction 139

9.2 Types of Prediction Problems 141
9.3 Best Linear Unbiased and Invariant Predictors 142
9.4 Maximum Likelihood Prediction 144
9.5 Prediction Intervals and Regions 145
9.6 Bayes Predictors and Prediction Regions 153
9.7 Other Prediction Methods 154
9.8 Miscellaneous Results 156
9.9 Concluding Remarks 157
References 157

10. Bayesian Inference and Applications

Asit P. Basu 165

10.1 Introduction 165

10.2 Bayesian Concepts 166
10.3 Life Testing and Reliability Estimation 167
10.4 Bayesian Classification Rules 168
References 170

11. Conditional Inference and Applications

Roman Viveros 173

11.1 Ancillarity and Conditionality: A Brief Overview 173

11.2 A Simple Example 174
11.3 One-Parameter Exponential Model 175
11.4 Exponential Regression 178
11.5 Discussion 181
References 181

12. Characterizations
Barry C. Arnold and J.S. Huang 185

12.1 Let Me Count the Ways 185

12.2 Lack of Memory 186
12.3 Distributional Relations Among Order Statistics 187
X Contents

12.4 Independence of Functions of Order Statistics 190

12.5 Moments of Order Statistics 191
12.6 Characterizations Involving Geometric Compounding 193
12.7 Record Value Concepts 196
12.8 Miscellaneous Characterizations 198
References 199

13. Goodness-of-Fit Tests

Samuel S. Shapiro 205

13.1 Introduction 205

13.2 Graphical Procedures 206
13.3 Regression Tests 208
13.4 Spacing Tests 210
13.5 EDF Tests 213
13.6 Tests Based on a Characterization 214
13.7 Power Comparisons 214
13.8 Examples of Calculations 215
13.9 Summary 218
References 218

14. Outliers and Some Related Inferential Issues

U. Gather 221

14.1 Introduction 221

14.2 Outlier Generating Models 222
14.3 Outlier Tests - Testing for Contamination 227
14.4 Identification of Outliers 232
14.5 Estimation of the Scale Parameters of an Exponential
Distribution in Outlier Situations 233
References 235

15. Extensions to Estimation Under Multiple-Outlier Models

N. Balakrishnan and A. Childs 241

15.1 Introduction 241

15.2 The Recurrence Relations 242
15.3 The Estimators 245
15.4 Optimal Estimators of(} Under the
Multiple-Outlier Model 247
15.5 Efficient Estimation of(} Under the
Multiple-Outlier Model 247
15.6 Examples 248
15.7 Extensions to the Double Exponential Model 249
References 250
Contents xi

16. Selection and Ranking Procedures

S. Panchapakesan 259

16.1 Introduction 259

16.2 Selection and Ranking Formulations 259
16.3 Selection from One-Parameter (Scale) Exponential
Populations 261
16.4 Selection from Two-Parameter (Location and Scale)
Exponential Populations 264
16.5 Selection with Respect to a Standard or Control 271
16.6 Estimation Concerning Selected Populations 273
16.7 Concluding Remarks 274
References 275

17. Record Values

M. Ahsanullah 279

17.1 Introduction 279

17.2 Distribution of Record Values 280
17.3 Moments of Record Values 282
1T4 Inter-Record Times 286
17.5 Linear Estimation of Location and Scale Parameters 289
17.6 Prediction of Record Values 291
17.7 8-Exceedance Records 292
References 294

18. Related Distributions and Some Generalizations

Norman L. Johnson, Samuel Kotz, and N. Balakrishnan 297

18.1 Introduction 197

18.2 Transformed Distributions 297
18.3 Quadratic Forms 298
18.4 Mixtures of Exponential Distributions 299
18.5 Gamma Distributions 301
18.6 Linear-Exponential Distributions 301
18.7 Wear-Out Life Distributions 302
18.8 Ryu's Generalized Exponential Distributions 303
18.9 Brittle Fracture Distributions 303
18.10 Geometric and Poisson Distributions 303
References 304

19. Mixtures - Models and Applications

G.J. McLachlan 307

19.1 Introduction 307

19.2 Maximum Likelihood Estimation 308
19.3 Partially Classified Data 312
19.4 Testing for the Number of Components 313
xii Contents

19.5 Provision of Standard Errors 314

19.6 Homogeneity of Mixing Proportions 316
19.7 Generalized Mixtures of Exponentials 317
19.8 Some Further Extensions 318
19.9 Example 318
References 320

20. Bivariate Exponential Distributions

Asit P. Basu 327

20.1 Introduction 327

20.2 Gumbel's Distributions 328
20.3 Freund's Model 329
20.4 Marshall-Olkin Model 329
20.5 Block-Basu Model 330
20.6 Other Distributions 331
References 331

21. Inference for Multivariate Exponential Distributions

John P. Klein 333

21.1 Introduction 333

21.2 Inference for the Marshall-Olkin Model 333
21.3 Inference for the Freund Model 337
21.4 Inference for the Block-Basu Model 340
21.5 Inference for Exponential Frailty Models 343
21.6 Inference for Other Multivariate Exponential Models 346
References 347

22. Optimal Tests in Multivariate Exponential Distributions

Ashis SenGupta 351

22.1 Introduction and Summary 351

22.2 Independent Exponentials 352
22.3 Marshall-Olkin (MO) Model 352
22.4 Marshall-Olkin-Hyakutake (MOH) Model 356
22.5 Multivariate Marshall-Olkin (M-MO) Model 357
22.6 Block-Basu (BB) Model 358
22.7 A Trivariate Block-Basu (T-BB) Model 361
22.8 Multivariate Block-Basu (M-BB) Model 362
22.9 Scaled Exponential Dependency Parameter (BK) Models 364
22.10 Gumbel III (Gill) Model 365
22.11 Gumbel III Model Under a Type II Censoring Scheme 366
22.12 Freund (F) Model 367
22.13 Arnold-Strauss (AS) Model 369
22.14 Mixture Models 370
22.15 Non-Regular Models 371
Contents xiii

22.16 Other Models 372

References 372

23. Accelerated Life Testing with Applications

Asit P. Basu 377

23.1 Introduction 377

23.2 The Models 378
23.3 Estimation for Power Rule Model 378
23.4 Competing Causes of Failure 380
23.5 Bivariate Accelerated Life Tests 382
References 382

24. System Reliability and Associated Inference

S. Zacks 385

24.1 Introduction 385

24.2 System Reliability Functions 387
24.3 Estimating System Reliability 388
24.4 Bootstrapping Estimates 390
24.5 Estimating the Reliability Function of an r-out-of-k
System: Censored Global Observations 392
24.6 Estimating the Time of Shift into the Wear-Out Phase 394
24.7 Determination of Burn-In Time 399
References 401

25. Exponential Regression with Applications

Richard A. Johnson and Rick Chappell 403

25.1 Introduction 403

25.2 Censoring 405
25.3 Estimation 406
25.4 Testing 410
25.5 Examples 411
References 416
Appendix 1 425
Appendix 2 428

26. Two-Stage and Multi-Stage Estimation

JV. Afukhopadhyay 429

26.1 Introduction 429

26.2 Fixed-Width Confidence Intervals for the Location 431
26.3 Fixed-Precision Estimation of a Positive Location 435
26.4 Minimum Risk Point Estimation of the Location 435
26.5 Sequential Point Estimation Procedures for the
Scale Parameter, Mean and Percentiles 438
26.6 Multi-Sample Problems 441
xiv Contents

26.7 Combining Sequential and Multi-Stage Estimation

Procedures 446
26.8 Time-Sequential Methodologies 447
References 448

27. Two-Stage and Multi-Stage Tests of Hypotheses

J.E. Hewett 453

27.1 Introduction 453

27.2 One Population Problem 455
27.3 Two Population Problem 456
27.4 Tests for Exponentiality 457
27.5 Distribution-Free Tests 459
References 459

28. Sequential Inference

Pranab K . Sen 461

28.1 Introduction 461

28.2 A Sequential Probability Ratio Test 463
28.3 Sequential Life Testing Procedures 466
28.4 Sequential Estimation 469
28.5 Sequential Inference Under Random Censoring 475
28.6 Sequential Comparison of Two Exponential Distributions 478
28.7 Sequential Inference for Systems Availability Parameter 480
28.8 Some General Remarks on Sequential Inference 483
References 486

29. Competing Risks Theory and Identifiability Problems

A.P. Basu and J.K. Ghosh 489

29.1 Introduction 489

29.2 Identifiability 490
29.3 Estimation of Parameters 492
References 494

30. Applications in Survival Analysis

Alan J. Gross 497

30.1 Introduction 497

30.2 Basic Formulation 498
30.3 The Exponential Survival Distribution in the
Presence of Covariables 500
30.4 Planning of Clinical Trials: The Use of the Exponential
to Obtain Sample Size Estimates 502
30.5 Bivariate and Multivariate Exponential Distributions
in Survival Analysis 503
References 505
Contents XV

31. Applications in Queueing Theory

J. George Shanthikumar 509

31.1 Introduction 509

31.2 Some Useful General Principles in
Queueing Theory 511
31.3 Exponential Inputs: Simplified Analysis
and Exponential Outputs 513
31.4 Bounds and Applications: Use of Exponential
Inputs and Outputs 520
References 523

32. Exponential Classification and Applications

N. Balakrishnan, S. Panchapakesan, and Q. Zhang 525

32.1 Introduction 525

32.2 Classification When Parameters Are Known 526
32.3 Classification When Parameters Are Unknown 527
32.4 Classification Under Type-II Right Censoring 533
32.5 Classification with Guaranteed Life-Time 536
32.6 Classification When Parameters Are Unknown but with
Known Ordering 543
References 545

33. Computer Simulations

Pandu R. Tadikamalla and N. Balakrishnan 547

33.1 Introduction 547

33.2 Simulation 548
33.3 Computer Simulation of Order Statistics 552
33.4 Computer Simulation of Progressive Type-II
Censored Samples 554
References 555

Bibliography 559
Author Index 617
Subject Index 629
Tables

4.1 Variances of parameter estimates 43

4.2 Time to failure of gyroscopes 44
4.3 Life span observations of 70 generator fans 45

4.4 Time to remission of leukemia patients 47

5.1 Best linear unbiased estimates of parameters for Sarhan

and Greenberg's (1957) data on days of incubation
among 10 rabbits following inoculation with graded
amounts of Treponema pallidum 68

9.1 One-sample problems in e(O, 8) population 149

9.2 Two-sample problems in e(O, 8) population 151

9.3 One- and two-sample problems in e(J.t, 8) population 152

11.1 Times to breakdown of n = 76 insulating fluid specimens

tested at various constant elevated voltage stresses
reported by Nelson (1972, Table I) 180

13.1 Values of Ap and Bp for the statistics k2 and k5 210

13.2 Upper tail percentiles for the EDF tests 214

13.3 Times between arrivals (in minutes) 215

15.1 Bias and mean square error of optimal estimators of 8 for

n = 5(5)20, p = 1(1)4, ~ = 0.20(0.05)0.50 and 0. 75 253

17.1 Values of P[~n < s] 289

18.1 Transformations of exponential distributions 298

xviii Tables

19.1 Results of fit 320

24.1 A simulation run with parameters .X = 1/200, 1/J = 1/1000,

p = 0.2, T = 750 398
24.2 Frequency distributions, means and standard deviations of
w; in M = 100 simulation runs 399
24.3 Frequency distributions, means and standard deviations of w;·
in M = 100 simulation runs 400

25.1 Insulation fluid breakdown times (minutes) 412

25.2 Estimates, standard errors, and p-values 412
25.3 Estimated coefficients of the linear-quadratic model
for the BIR model 415

32.1 Values of power of the classification procedure 527

32.2 Values of Pr(x > y) 529
32.3 True values of e1 when pre-fixed e 1 = 0.05 531
32.4 True power values when pre-fixed e1 = 0.05 532
32.5 True values of e 1 when pre-fixed e 1 = 0.05
for m = n = 10 and r = s = 0(1)3 537
32.6 True power values when pre-fixed e 1 = 0.05
for m = n = 10 and r = s = 0(1)3 538
32.7 Simulated values of e 1 when pre-fixed e 1 = 0.05, 0.10
and J.L = 1, 9 541
32.8 Simulated power values when pre-fixed e 1 = 0.05, 0.10
and J.L = 1, 9 542
 Figures

11.1 Conditional density of U for several values of the ancillary

statistic and marginal density of U 183

13.1 Probability plot of time between arrivals of customers

time (minutes) 217

15.1 Q - Q plot for Example 1 251

15.2 Q - Q plot for Example 2 252

19.1 Plot of survival function F 2 (t) for time to reoperation

following aortic valve replacement with a viable allograft valve.
Dotted curves define the 70% confidence limits 324
19.2 Plot of the estimated probability n 2 (a;/3) that a patient will
undergo a reoperation following aortic valve replacement with
a viable allograft valve for various levels of the age a (in years)
at time of initial operation. Dotted curves define the 70%
confidence limits 325

25.1 Survival curves for insulating fluid data 419

25.2 -Log survival curves for insulating fluid data 419
25.3 Deviance residual plot, insulating fluid example 420
25.4 Pearson residual plot, insulating fluid example 420
25.5 Influence plot, insulating fluid example 421
25.6 Linear coefficient: f3t - f3t 422
25.7 log(02s/B2s) : a+::Y- (a+r) 422
25.8 log(03o/B3o) : a+ jj- (a+ /3) 423
25.9 log(032/B32) : a- a 423
25.10 Baseline survival curve for BIR data 424
25.11 -Log baseline survival curve for BIR data 424
Preface

The exponential distribution is one of the key distributions in the theory and practice of
statistics. It possesses several significant statistical properties - most notably, its char-
acterization through the lack of memory property. Yet it exhibits great mathematical
tractability. Consequently, there is a vast body of literature on the theory and applica-
tions of the exponential distribution. In this volume, we have attempted to provide a
systematic and comprehensive synthesis of this literature.
Over the last few decades, many handbooks have appeared consolidating the lit-
erature on various specific distributions. Initially, we were surprised that, given its
importance, the exponential distribution had not received a similar special treatment.
However, we quickly realized that the sheer volume of the literature on the exponen-
tial distribution may have discouraged many potential authors/editors. Our handbook
comprises thirty-three distinct chapters discussing different aspects of the theory and
applications of the exponential distribution. We express our deep appreciation and grat-
itude to all the authors for accepting our invitation and making valuable contributions,
and for extending support and constant encouragement throughout the preparation of
this volume.
We sincerely thank Debbie Iscoe for her excellent typesetting of the entire volume.
We are grateful to the Natural Sciences and Engineering Research Council of Canada
and the U.S. Air Force Office of Scientific Research for providing research grants (nos.
F49620-95-1-0094 and F49620-94-1-0355) .
Contributors

M. Ahsanullah, Department of Management Sciences, Rider University,

2083 Lawrenceville Road, Lawrenceville, NJ 08648-3099, U.S.A.
Ph: (609)895-5530, Fax: (609)896-5304, E-mail: [email protected]
Barry C. Arnold, Department of Statistics, University of California, Riverside,
CA 92521-0138, U.S.A.
Ph: (909)787-5939, Fax: (909)787-3286, E-mail: barnold@ucrstat2. ucr. edu
N. Balakrishnan, Department of Mathematics and Statistics, McMaster Uni-
versity, Hamilton, Ontario, Canada L8S 4K1
Ph: (905)525-4120, ext. 23420, Fax: (905)522-1676,
E-mail: bala@m cmail.cis. mcmaster.ca
Asit P. Basu, Department of Statistics, University of Missouri-Columbia, 222
Math Sciences Building, Columbia, MO 65211-0001 , U.S.A. .
Ph: (314)882-8283, Fax: (314)882-9676, E-mail: basu@statservl. cs. missouri. edu
Gouri K. Bhattacharyya, Department of Statistics, University of Wisconsin-
Madison, 1210 West Dayton Street, Madison, WI 53706-1685, U.S.A.
Ph: (608)262-3851
Rick Chappell, Department of Statistics, University of Wisconsin-Madison, 1210
West Dayton Street , Madison, WI 53706-1685, U.S.A.
Ph: (608)263-5572, Fax: (608)263-1059, E-mail: [email protected]
Aaron Childs, Department of Mathematics and Statistics, McMaster University,
Hamilton, Ontario, Canada L8S 4K1
Ph: (905)525-9140
A . Clifford Cohen, Department of Statistics, University of Georgia, Athens, GA
30602-1952, U.S.A.
Ph: (706)542-3312, Fax: (706)542-3391, E-mail: [email protected]
Nader Ebrahimi, Department of Mathematical Sciences, Division of Statistics,
Northern Illinois University, DeKalb, IL 60115-2854, U.S.A.
Ph: (815)753-6884
Max Engelhardt, Principal Scientist, Statistics, Reliability and Analysis, Idaho
National Engineering Laboratory, 2065 Ironwood Drive, Idaho Falls, ID 83402-
5560, U.S.A.
Ph: (208)526-2100, Fax: (208)526-5647, E-mail: m [email protected]
xxiv Contributors

Ursula Gather, Fachbereich Statistik, Universitat Dortmund, Vogelpothsweg 87,

D-44221 Dortmund, Germany
Ph: 49(231)755-3110, Fax: 49(231)755-3110,
E-mail: [email protected]. uni-dortmund. de

Jayanta K. Ghosh, Indian Statistical Institute, 203 Barrackpore Trunk Road,

Calcutta-700 035, India
Fax: 91(33)556-6925, E-mail: [email protected]

Alan J. Gross, Department of Biometry and Epidemiology, Medical University

of South Carolina, 171 Ashley Avenue, Charleston, SC 29425-2503, U.S.A.
Ph: (803)792-7578, Fax: (803)792-0539

John E. Hewett, Department of Statistics, University of Missouri-Columbia,

Math Sciences Building, Columbia, MO 65211-0001, U.S.A.
Ph: (314)882-6376, Fax: (314)884-5524, E-mail: [email protected]

J.S. Huang, Department of Mathematics and Statistics, University of Guelph,

Guelph, Ontario, Canada N1G 2W1
Ph: (519)824-4120, Fax: (519)837-0221,
&mail: jhuang@msnet. mathstat. uoguelph. ca

Norman L. Johnson, Department of Statistics, Phillips Hall, University of

North Carolina, Chapel Hill, NC 27599-3260, U.S.A.
Ph: (919)962-0234

Richard A. Johnson, Department of Statistics, University of Wisconsin-Madison,

, 1210 West Dayton Street, Madison, WI 53706-1685, U.S.A.
Ph: (608)262-2357, Fax: (608)262-0032, E-mail: rich@stat. wise. edu

John P. Klein, Department of Biostatistics, Medical College of Wisconsin, 8701

West Watertown Plank Road, Milwaukee, WI 53226-4801, U.S.A.
Ph: (414)456-8379, Fax: (414)266-8481, E-mail: [email protected]

Samuel Kotz, Department of Management Sciences and Statistics, University

of Maryland at College Park, College of Business and Management, University of
Maryland, College Park, MD 20742-0001, U.S.A.
Ph: (301)405-2254, Fax: (301)314-9157

Geoff J. McLachlan, Department of Mathematics, The University of Queens-

land, St. Lucia, Queensland 4072, Australia
Ph: 61(7)365-2150, Fax: 61(7)365-1477, E-mail: [email protected]

Nitis Mukhopadhyay, Department of Statistics, University of Connecticut-

Storrs, Box U-120, CT 06269-3120, U.S.A.
Ph: (203)486-6144, Fax: (203)486-4113, E-mail: [email protected]

H.N. Nagaraja, Department of Statistics, Ohio State University, 141 Cockins

Hall, 1958 Neil Avenue, Columbus, OH 43210-1247, U.S.A.
Ph: (614)292-6072, Fax: (614)292-2092, E-mail: [email protected]
Contributors XXV

S. Panchapakesan, Department of Mathematics, Southern Illinois University at

Carbondale, Carbondale, IL 62901-4408, U.S.A.
Ph: (618)453-5302, Fax: (618)453-5300, E-mail: [email protected]
R.A. Sandhu, Department of Mathematics and Statistics, McMaster University,
Hamilton, Ontario, Canada L8S 4K1
Ph: (905)525-9140
Pranab K. Sen, Departments of Biostatistics and Statistics, University of North
Carolina, Chapel Hill, NC 27599-7400, U.S.A.
Ph: (919)966-7274, Fax: (919)966-3804, E-mail: [email protected]
Ashis SenGupta, Indian Statistical Institute, 203 Barrackpore Trunk Road,
Calcutta-700 035, India
E-mail: ashis@isical. ernet. in

J. George Shanthikumar, Walter A. Haas School of Business Administration,

University of California at Berkeley, Berkeley, CA 94720, U.S.A.
Ph: (510)642-2571, Fax: (510)642-2826, E-mail: [email protected]
Samuel S. Shapiro, Department of Statistics, Florida International University,
Miami, FL 33199-0001, U.S.A.
Ph: (305)348-2741, Fax: (305)348-4172
Bimal K. Sinha, Department of Mathematics and Statistics, University of
Maryland-Baltimore County, Baltimore, MD 21228, U.S.A.
Ph: (410)455-2347, Fax: (410)455-1066, E-mail: [email protected]

Pandu R. Tadikamalla, Graduate School of Business, University of Pittsburgh,

258 Mervis Hall, Pittsburgh, PA 15260, U.S.A.
Ph: (412)648-1596, Fax: (412)648-1693, E-Mail: [email protected]
Roman Viveros, Department of Mathematics and Statistics, McMaster Univer-
sity, Hamilton, Ontario, Canada L8S 4K1
Ph: (905)525-9140, ext. 23425, Fax: (905)522-0935,
E-mail: rviveros@icarus. math.mcmaster. ca
Lam Yeh, Department of Statistics, The Chinese University of Hong Kong,
Shatin, New Territories, Hong Kong
S. Zacks, Department of Mathematical Sciences, Binghamton University, Bing-
hamton, NY 13902-6000, U.S.A.
Ph: (607)777-6035, Fax: (607)777-2450, E-mail: bg0525@bingvmb. bitnet
Qiqing Zhang, Department of Mathematics and Statistics, McMaster University,
Hamilton, Ontario, Canada L8S 4K1
Ph: (905)525-9140
CHAPTER 1

Genesis

Norman L. Johnson, 1 Samuel Kotz, 2 and N. Balakrishnan3

1.1 Preliminaries
Exponential distributions are encountered as life-time distributions with constant hazard
rate. If the cumulative distribution function of X , a random variable representing
lifetime, is Fx(x) and the (constant) hazard rate is A (not depending on x), then

_ dlog(l- Fx(x)) =A
(x > 0) , (1.1.1)
dx
or, in terms of the survival function F x (x) =1- Fx (x),

_ dlog Fx(x) =A
(x > 0) . (1.1.2)
dx
Solving the differential equation in (1.1.2) upon using the condition Fx(O) = 1, we get
(x ~ 0) , (1.1.3)

and the corresponding probability density function of X as

fx(x) =A e->.r (x ~ 0) . (1.1.4)

If A= 1, we have the standard exponential distribution with the survival function

(x ~ 0) (1.1.5)

and the probability density function

fx(x) = e-r (x ~ 0) . (1.1.6)

1 University
of North Carolina, Chapel Hill, North Carolina
2 University
of Maryland, College Park, Maryland
3 McMaster University, Hamilton, Ontario, Canada
2 N.L. Johnson, S. Kotz, and N. Balakrishnan

Note that for y > 0 and x >0

P[X > x + y I X> x] = P[X > y], (1.1.7)
that is, the future lifetime distribution, given survival to age x, does not depend on .x.
This property, termed lack of memory- or, equivalently in this context, lack of aging,
characterizes exponential distributions, as can easily be seen . Eq. (1.1.7) can also be
written equivalently as

Sx(x + y)/Sx(x) = Sx(Y) , (1.1.8)

I.e.,

log Sx(x + y) =log Sx(x) +log Sx(y) . {1.1.9)

Differentiating (1.1.9) with respect to y, we get

dlog Sx(x + y) dlogSx(y)

[= ..\x(Y)] · {1.1.10)
dy dy
Since
dlogSx(x + y) dlogSx(x + y)
[= ..\x(x + y)] , (1.1.11)
dy d(x + y)

the hazard rate at y is the same as at (x+y) for any x and any y- that is, it is constant.
This lack of memory (or lack of aging) property is a critical part of many of the
statistical analyses based on the exponential distribution as will be seen throughout the
rest of this volume.
Exponential distributions are commonly employed in the formation of models of
lifetime distributions, and stochastic processes in general. Even when the simple math-
ematical form of the distribution is inadequate to describe real-life complexity, it often
serves as a bench-mark with reference to which effects of departures to allow for specific
types of disturbance can be assessed.
Exponential distributions also appear as distributions of squared aiming errors in two
dimensions when the error is the resultant of independent homoscedastic and unbiased
errors in horizontal and vertical directions. If each component has a normal distribution
with expected value zero (for unbiasedness) and the s~me variance u 2 , then the square
of the combined aiming error is distributed as 2u 2 x (standard exponential variable).

1.2 Historical Remarks

Despite being a special case of the gamma family of distributions (Type III) discussed
by Karl Pearson as early as 1895, it took another three-and-a-half-decades for the ex-
ponential distribution to appear on its own in the statistical literature. Kondo (1931)
referred to the exponential distribution, while discussing the sampling distribution of
standard deviation, as Pearson's Type X distribution. Applications of the exponen-
tial distribution in actuarial, biological and engineering problems were demonstrated
subsequently by Steffensen {1930), Teissier (1934) and Weibull (1939), respectively.
Genesis 3

Though Poisson distribution appeared (as an approximation to binomial) in Sec-

tion 81 of the well-known Recherches sur la Probabilite des Jugements by S.D. Poisson
in 1837 and later in the monograph Das Gesetz der kleinen Zahlen by L. Bortkiewicz
in 1898, it did not receive much recognition till later. The relationship between Pois-
son and exponential distributions was noted in a physical context in Studien iiber das
Gleichgewicht der lebendigen Kraft zwischen bewegten materiel/en Punkten by L. Boltz-
mann in 1868, and then in Choice and Chance by W.A. Whitworth in 1886. Yet, it
took about another 50 years for the general acceptance of the exponential distribution
in statistical circles.
In a remarkable paper in 1937, P.V. Sukhatme indicated that the exponential distri-
bution could serve, in the case of problems where the form of variation is far removed
from the normal, as a suitable alternative to the normal distribution. He then went
on to study properties of exponential order statistics quite extensively, and established,
in particular, that the exponential spacings are themselves independently exponentially
distributed. As pointed out by Galambos and Kotz (1978), this property of exponential
spacings has been rediscovered by many authors; for example, see Malmquist (1950),
Renyi (1953), and Epstein and Sobel (1953). Though these papers also contributed
significantly to the development of the theory of exponential distributions, the last
mentioned paper was primarily responsible for a flurry of activity that followed soon
after.
W. Weibull, in a pioneering paper in 1951 , considered an extension of the expo-
nential distribution which is now referred to as the W eibull distributions . This family
of distributions includes the exponential distribution as a special case when the shape
parameter equals one. In the following year, D.J . Davis (1952) discussed the analysis
of failure data using the exponential distribution and compared the analysis with that
based on the normal distribution.
This late recognition of the exponential distribution by the statistical community
explains why characterizations of the exponential distribution started so late too. The
basic characterization of the exponential distribution based on lack of memory is simply
the logarithmic equivalent of the functional equation f(x + y) = f(x)f(y), which is
due to Cauchy (1821) and Lobachevskii (1829); see also Aczel (1966). A complete
solution of the logarithmic equivalent of this functional equation for both continuous and
discrete cases was provided by Wilson (1899) and Hamel (1905). However, Galambos
and Kotz ( 1978) conjecture that the first explicit characterization of the exponential
distribution may have appeared sometime in the 19th century in the physical science
literature in connection with some earlier theories of atoms since atoms do exhibit
the lack of memory property. These have been discussed by Feller in 1950. Current
work on characterizations of the exponential distribution seems to have originated from
European mathematicians such as Renyi (1956) (who characterized exponential through
Poisson processes and renewal processes), Fisz (1958) (who characterized through order
statistics), and Rossberg (1960) (who characterized through range and ratios of order
statistics). Independently, Ghurye (1960) and Teicher (1961) derived characterizations
ofthe exponential distribution which are modifications of characterizations of the normal
distribution through the distribution of t-type statistics and the maximum likelihood
property. Since then, characterization results for the exponential distribution have
enjoyed great prominence as is clearly evident from the monograph by Galambos and
Kotz (1978) and the recent volume by Rao and Shanbhag (1994), among others.
4 N.L. Johnson, S. Kotz, and N. Balakrishnan

Feller (1966), while discussing various properties of the exponential distribution, has
also highlighted the following natural applications in addition to few other problems:

Tensile strength. Let F(t) be the probability that a thread of length t of a given material
can sustain a certain fixed load. A thread oflength t+s does not snap if and only if
the two segments individually sustain the given load. If there is no interaction, the
two events must be independent in which case the functional equation F(t + s) =
F(t)F(s) must be satisfied. Hence, the length at which the thread will break is
an exponentially distributed random variable.

Free-path problem. Consider an ensemble of stars in space (a star is a ball of fixed

radius p > 0) and choose for the origin a point not contained in any star. Taking
the x-axis as representative of an arbitrary direction, one may be interested in
the longest interval (0, x) not intersecting any star representing the "visibility
in the x-direction." Suppose we describe the ensemble by Poisson distributions
which serve as a model of "perfect randomness". Then, the probability that
a segment of length t + s intersects no star must be equal to the product of
the corresponding probabilities for the two segments of length t and s. This, as
in the first example, means that the visibility in a given direction must be an
exponentially distributed random variable. This has been used by Larsen and
Marx (1981), in a popular textbook, in the framework of kinetic theory of gases
wherein the distance that a molecule travels before colliding with another molecule
is described by an exponential distribution.
In the 60's, an important paper that appeared on the exponential distribution was
that of Zelen and Dannemiller (1961) in which the authors demonstrated that inference
procedures based on the exponential assumption may be quite non-robust, i.e., highly
sensitive to departures from exponentiality. Another ground breaking paper was that
of Feigl and Zelen (1965), in which estimation of exponential survival probabilities with
concomitant information was_discussed.
Methods based on exponential distribution have flourished since then, and this vol-
ume with its 33 chapters provides an ample testimony to that. A lucid article by
Galambos (1982), and the books of Galambos and Kotz (1978) and Johnson, Kotz, and
Balakrishnan (1994) can provide interested readers with further details on the history
of exponential distributions.

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Kondo, T. (1931). Theory of sampling distribution of standard deviations, Biometrika, 22, 31–64.
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MLEs Under Censoring and Truncation and Inference

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data, Technometrics, 36, 84–91.

Linear Estimation Under Censoring and Inference

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data, Technometrics, 36, 84–91.

Reliability Estimation and Applications

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Inferences Under Two-Sample and Multi-Sample Situations

Bain, L.J. and Engelhardt, M. (1991). Statistical Analysis of Reliability and Life Testing Models, Second edition,
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Madi, M. and Tsui, K.-W. (1990b). Estimation of the common scale of several exponential distributions with
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Tolerance Limits and Acceptance Sampling Plans

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Prediction Problems
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Bayesian Inference and Applications

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Characterizations
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Goodness-of-Fit Tests
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Outlier Models and Some Related Inferential Issues

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Extensions to Estimation Under Multiple-Outlier Models

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Record Values
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Related Distributions and Some Generalizations

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Mixtures - Models and Applications

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Cox, D.R. and Oakes, D. (1984). Analysis of Survival Data, Chapman and Hall, London.
Epstein, B. and Sobel, M. (1954). Some theorems relevant to life testing from an exponential distribution, Annals
of Mathematical Statistics, 25, 373–381.
Feigl, P. and Zelen, M. (1965). Estimating and exponential survival probabilities with concomitant information,
Biometrics, 21, 826–838.
Fowler, J.F. (1989). The linear-quadratic formula and progress in fractionated radiotherapy, British Journal of
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Kahn, H.D. (1979). Least squares estimation for the inverse power law for accelerated life tests, Applied
Statistics, 28, 40–46.
Kalbfleisch, J.D. and Prentice, R.L. (1980). The Statistical Analysis of Failure Time Data, John Wiley & Sons,
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McCullagh, P. and Nelder, J.A. (1989). Generalized Linear Models, Second edition, Chapman & Hall, London.
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64, 232–241.
Zelen, M. (1959). Factorial experiments in life testing, Technometrics, 1, 269–288.

Two-Stage and Multi-Stage Estimation

Aras, G. (1987). Sequential estimation of the mean exponential survival time under random censoring, Journal of
Statistical Planning and Inference, 16, 147–158.
Aras, G. (1989). Second order sequential estimation of the mean exponential survival time under random
censoring, Journal of Statistical Planning and Inference, 21, 3–17.
Bar-Lev, S.K. and Reiser, B. (1982). An exponential subfamily which admits UMPU test based on a single test
statistic, Annals of Statistics, 10, 979–989.
Basu, A.P. (1971). On a sequential rule for estimating the location parameter of an exponential distribution,
Naval Research Logistics Quarterly, 18, 329–337.
Basu, A.P. (1991). Sequential methods in reliability and life testing, In Handbook of Sequential Analysis, Chapter
25 (Eds., B.K. Ghosh and P.K. Sen ), pp. 581–592, Marcel Dekker, New York.
Bose, A. and Boukai, B. (1993). Sequential estimation results for a two-parameter exponential family of
distributions, Annals of Statistics, 21, 484–502.
Bose, A. and Mukhopadhyay, N. (1994a). Sequential estimation by accelerated stopping times in a two-
parameter exponential family of distributions, Statistics & Decisions, 12.
Bose, A. and Mukhopadhyay, N. (1994b). Sequential estimation via replicated piecewise stopping number in a
two-parameter exponential family of distributions, Sequential Analysis, 13, 1–10.
Brown, L.D. (1986). Fundamentals of Statistical Exponential Families, Institute of Mathematical Statistics,
Hayward, CA.
Chaturvedi, A. and Shukla, P.S. (1990). Sequential point estimation of location parameter of a negative
exponential distribution, Journal of the Indian Statistical Association, 28, 41–50.
Chernoff, H. (1972). Sequential Analysis and Optimal Design, SIAM, Philadelphia.
Chow, Y.S. and Robbins, H. (1965). On the asymptotic theory of fixed-width sequential confidence intervals for
the mean, Annals of Mathematical Statistics, 36, 457–462.
Costanza, M.C. , Hamdy, H.I. , and Son, M.S. (1986). Two stage fixed width confidence intervals for the common
location parameter of several exponential distributions, Communications in Statistics - Theory and Methods, 15,
2305–2322.
Gardiner, J.C. and Susarla, V. (1983). Sequential estimation of the mean survival time under random
censorship, Sequential Analysis, 2, 201–223.
Gardiner, J.C. and Susarla, V. (1984). Risk efficient estimation of the mean exponential survival time under
random censoring, Proceedings of National Academy of Sciences, U.S.A., 81, 5906–5909.
Gardiner, J.C. and Susarla, V. (1991). Time-sequential estimation, In Handbook of Sequential Analysis, Chapter
27 (Eds., B.K. Ghosh and P.K. Sen ), pp. 613–631, Marcel Dekker, New York.
Gardiner, J.C. , Susarla, V. , and van Ryzin, J. (1986). Time sequential estimation of the exponential mean
under random withdrawals, Annals of Statistics, 14, 607–618.
Ghosh, M. and Mukhopadhyay, N. (1981). Consistency and asymptotic efficiency of two-stage and sequential
procedures, Sankhyā, Series A, 43, 220–227.
Ghosh, M. and Mukhopadhyay, N. (1989). Sequential estimation of the percentiles of exponential and normal
distributions, South African Statistical Journal, 23, 251–268.
Ghosh, M. and Mukhopadhyay, N. (1990). Sequential estimation of the location parameter of an exponential
distribution, Sankhyā, Series A, 52, 303–313.
Ghurye, S.G. (1958). Note on sufficient statistics and two-stage procedures, Annals of Mathematical Statistics,
29, 155–166.
Govindarajulu, Z. (1985). Exact expressions for the stopping time and confidence coefficient in point and interval
estimation of scale parameter of exponential distribution with unknown location, Technical Report 254, University
of Kentucky, Dept. of Statistics.
Govindarajulu, Z. and Sarkar, S.C. (1991). Sequential estimation of the scale parameter in exponential
distribution with unknown location, Utilitas Mathematica, 40, 161–178.
Hall, P. (1981). Asymptotic theory of triple sampling for sequential estimation of a mean, Annals of Statistics, 9,
1229–1238.
Hall, P. (1983). Sequential estimation saving sampling operations, Journal of the Royal Statistical Society,
Series B, 45, 219–223.
Hamdy, H.I. , Mukhopadhyay, N. , Costanza, M.C. , and Son, M.S. (1988). Triple stage point estimation for the
exponential location parameter, Annals of the Institute of Statistical Mathematics, 40, 785–797.
Hilton, G.F. (1984). Sequential and two-stage point estimation problems for negative exponential distributions,
Ph.D. Dissertation, Oklahoma State University, Dept. of Statistics.
Isogai, E. and Uno, C. (1993). Sequential estimation of a parameter of an exponential distribution, Annals of the
Institute of Statistical Mathematics, 45.
Kuo, L. and Mukhopadhyay, N. (1990a). Point estimation of the largest location of k negative exponential
populations, Sequential Analysis, 9, 297–304.
Kuo, L. and Mukhopadhyay, N. (1990b). Multi-stage point and interval estimation of the largest of k normal
populations and the associated second-order properties, Metrika, 37, 291–300.
Lai Saxena, K.M. and Tong, Y.L. (1969). Interval estimation of the largest mean of k normal populations with
known variances, Journal of the American Statistical Association, 64, 296–299.
Lombard, F. and Swanepoel, J.W.H. (1978). On finite and infinite confidence sequences, South African
Statistical Journal, 12, 1–24.
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Statistical Association Bulletin, 23, 85–95.
Mukhopadhyay, N. (1980). A consistent and asymptotically efficient two-stage procedure to construct fixed-width
confidence intervals for the mean, Metrika, 27, 781–784.
Mukhopadhyay, N. (1982a). Stein’s two-stage procedure and exact consistency, Skandinavisk Aktuarietidskrift,
110–122.
Mukhopadhyay, N. (1982b). A study of the asymptotic regret while estimating the location of an exponential
distribution, Calcutta Statistical Association Bulletin, 31, 207–213.
Mukhopadhyay, N. (1985). A note on ·three-stage and sequential point estimation procedures for a normal
mean, Sequential Analysis, 4, 311–320.
Mukhopadhyay, N. (1987). Minimum risk point estimation of the mean of a negative exponential distribution,
Sankhyā, Series A, 49, 105–112.
Mukhopadhyay, N. (1988a). Sequential estimation problems for negative exponential populations,
Communications in Statistics - Theory and Methods (Reviews Section), 17, 2471–2506.
Mukhopadhyay, N. (1988b). Fixed precision estimation of a positive location parameter of a negative exponential
population, Calcutta Statistical Association Bulletin, 37, 101–104.
Mukhopadhyay, N. (1990). Some properties of a three-stage procedure with applications in sequential analysis,
Sankhyā, Series A, 52, 218–231.
Mukhopadhyay, N. (1991). Parametric sequential point estimation, In Handbook of Sequential Analysis, Chapter
10 (Eds., B.K. Ghosh and P.K. Sen ), pp. 245–267, Marcel Dekker, New York.
Mukhopadhyay, N. (1992). Simultaneous point estimation problems for two-parameter negative exponential
populations, Journal of the Indian Statistical Association, 30, 33–41.
Mukhopadhyay, N. (1994). Improved sequential estimation of means of exponential distributions, Annals of the
Institute of Statistical Mathematics, 46.
Mukhopadhyay, N. and Chattopadhyay, S. (1991). Sequential methodologies for comparing exponential mean
survival times, Sequential Analysis, 10, 139–148.
Mukhopadhyay, N. and Chattopadhyay, S. (1992). Comparing exponential clinical trials by combining individual
sequential experiments available from independent studies, Technical Report 92–09, University of Connecticut,
Dept. of Statistics.
Mukhopadhyay, N. and Chattopadhyay, S. (1993). Comparing means by combining individual sequential
estimators available from independent studies, Sankhyā, Series A, 54.
Mukhopadhyay, N. and Darmanto, S. (1988). Sequential estimation of the difference of means of two negative
exponential populations, Sequential Analysis, 7, 165–190.
Mukhopadhyay, N. and Datta, S. (1994). Replicated piecewise multistage sampling with applications, Sequential
Analysis, 13, 253–276.
Mukhopadhyay, N. and Ekwo, M.E. (1987). A note on minimum risk point estimation of the shape parameter of a
Pareto distribution, Calcutta Statistical Association Bulletin, 36, 69–78.
Mukhopadhyay, N. and Hamdy, H.I. (1984). On estimating the difference of location parameters of two negative
exponential distributions, Canadian Journal of Statistics, 12, 67–76.
Mukhopadhyay, N. , Hamdy, H.I. , Al-Mahmeed, M. , and Costanza, M.C. (1987). Three-stage point estimation
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Mukhopadhyay, N. and Hilton, G.F. (1986). Two-stage and sequential procedures for estimating the location
parameter of a negative exponential distribution, South African Statistical Journal, 20, 117–136.
Mukhopadhyay, N. and Kuo, L. (1988). Fixed-width interval estimations of the largest location of k negative
exponential populations, Sequential Analysis, 7, 321–332.
Mukhopadhyay, N. and Mauromoustakos, A. (1987). Three-stage estimation for the negative exponential
distributions, Metrika, 34, 83–93.
Mukhopadhyay, N. and Narayan, P. (1981). Sequential fixed-width intervals for the common location parameters
of two normal or two negative exponential distributions, Journal of Indian Society of Statistics and Operations
Research, 2, 1–15.
Mukhopadhyay, N. and Padmanabhan, A.R. (1993). A note on three-stage confidence intervals for the difference
of locations - The exponential case, Metrika, 40, 121–128.
Mukhopadhyay, N. and Sen, P.K. (1993). Replicated piecewise stopping numbers and sequential analysis,
Sequential Analysis, 12, 179–197.
Mukhopadhyay, N. and Solanky, T.K.S. (1991). Second order properties of accelerated stopping times with
applications in sequential estimation, Sequential Analysis, 10, 99–123.
Robbins, H. (1959). Sequential estimation of the mean of a normal population, In Probability and Statistics, H.
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Sen, P.K. (1980). On time-sequential estimation of the mean of an exponential distribution, Communications in
Statistics - Theory and Methods, 9, 27–38.
Srivastava, M.S. (1970). On a sequential analogue of the Behrens-Fisher problem, Journal of the Royal
Statistical Society, Series B, 38, 219–230.
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Swanepoel, J.W.H. and vanWyk, J.W.J. (1982). Fixed-width confidence intervals for the location parameter of an
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Two-Stage and Multi-Stage Tests of Hypotheses

Alam, M.S. and Basu, A.P. (1989). A two-stage test for exponentiality against IFRA alternatives, In Recent
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Hewett, J.E. and Spurrier, J.D. (1983). A survey of two-stage tests of hypotheses: Theory and methods,
Communications in Statistics - Theory and Methods, 12, 2307–2425.
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Statistical Association, 67, 395–401.
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Zeigler, R.K. and Goldman, A. (1972). A double sampling plan for comparing two variances, Journal of the
American Statistical Association, 67, 698–701.

Sequential Inference
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of Mathematical Statistics, 31, 165–197.
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Block, H.W. and Basu, A.P. (1974). A continuous bivariate exponential distribution, Journal of the American
Statistical Association, 69, 1031–1037.
Chow, Y.S. and Robbins, H. (1965). On the asymptotic theory of fixed-width sequential confidence intervals for
the mean, Annals of Mathematical Statistics, 36, 457–462.
Daniels, H.A. (1945). The statistical theory of the strength of bundles of threads, Proceedings of the Royal
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time parameter: Testing hypotheses, Annals of Mathematical Statistics, 24, 254–264.
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of Mathematical Statistics, 25, 373–381.
Epstein, B. and Sobel, M. (1955). Sequential life testing in the exponential case, Annals of Mathematical
Statistics, 26, 82–93.
Gardiner, J.C. , Susarla, V. , and van Ryzin, J. (1986). Time-sequential estimation of the exponential mean
under random censoring, Annals of Statistics, 14, 607–618.
Ghosh, M. , Mukhopadhyay, N. , and Sen, P.K. (1995). Sequential Estimation, John Wiley & Sons, New York (To
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Association, 62, 30–44.
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Sen, P.K. (1973a). An asymptotically optimal test for the bundle strength of filaments, Journal of Applied
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Sen, P.K. (1976). Weak convergence of progressively censored likelihood ratio statistics and its role in
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Sen, P.K. (1980). On time-sequential point estimation of the mean of an exponential distribution,
Communications in Statistics - Theory and Methods, 9, 27–38.
Sen, P.K. (1981). Sequential Nonparametrics: Invariance Principles and Statistical Inference, John Wiley &
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Sen, P.K. (1986). Nonparametric estimators of availability under provisions of spare and repair, II, In Reliability
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Sen, P.K. (1993). Resampling methods for the extrema of certain sample functions, In Probability and Statistics:
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Competing Risks Theory and Identifiability Problems

Anderson, T.W. and Ghurye, S.G. (1977). Identification of parameters by the distribution of a maximum random
variable, Journal of the Royal Statistical Society, Series B, 39, 337–342.
Basu, A.P. (1981). Identifiability problems in the theory of competing and complementary risks - a survey, In
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Basu, A.P. (1983). Identifiability, In Encyclopedia of Statistical Sciences, Vol. 4 (Eds., S. Kotz and N.L. Johnson
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Basu, A.P. and Ghosh, J.K. (1978). Identifiability of the multinormal distribution under competing risks model,
Journal of Multivariate Analysis, 8, 413–429.
Basu, A.P. and Ghosh, J.K. (1980). Identifiability of distributions under competing risks and complementary risks
models, Communications in Statistics - Theory and Methods, 9, 1515–1525.
Basu, A.P. and Ghosh, J.K. (1983). Identifiability results for k-out-of-p systems, Communications in Statistics -
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Basu, A.P. and Klein, J.P. (1982). Some recent results in competing risks theory, In Proceedings on Survival
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Gumbel, E.J. (1960). Bivariate exponential distributions, Journal of the American Statistical Association, 55,
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Klein, J.P. and Basu, A.P. (1981). Accelerated life testing under competing exponential failure distributions,
IAPQR Transactions, 7, 1–20.
Marshall, A.W. and Olkin, I. (1967). A multivariate exponential distribution, Journal of the American Statistical
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Mukhopadhyay, C. and Basu, A.P. (1993a). Competing risks with k independent exponentials: a Bayesian
analysis, Technical Report No. 516, Department of Statistics, Ohio State University, Columbus, Ohio.
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from masked system failure data, Technical Report No. 517, Department of Statistics, Ohio State University,
Columbus, Ohio.

Applications in Survival Analysis

Bartholomew, D.J. (1957). A problem in life testing, Journal of the American Statistical Association, 52, 350–355.
Block, H.W. and Basu, A.P. (1974). A continuous bivariate exponential extension, Journal of the American
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Cantor, A.B. and Knapp, R.G. (1985). A test of the equality of survival distributions based on paired observations
from conditionally independent exponential distributions, IEEE Transactions on Reliability, R-34, 342–346.
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Farewell, V.T. (1977a). A model for a binary variable with time-censored observations, Biometrika, 64, 43–46.
Farewell, V.T. (1977b). The combined effect of breast cancer risk factors, Cancer, 40, 931–936.
Farewell, V.T. (1982). The use of mixture models for the analysis of survival data with long-term survivors,
Biometrics, 38, 1041–1046.
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Biometrics, 21, 826–838.
Freund, J .E. (1961). A bivariate extension of the exponential distribution, Journal of the American Statistical
Association, 56, 971–977.
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Gross, A.J. , Clark, V.A. , and Liu, V. (1971). Estimation of survival parameters when one of two organs must
function for survival, Biometrics, 27, 369–377.
Gross, A.J. , Hunt, H.H. , Cantor, A.B. , and Clark, B.C. (1987). Sample size determination in clinical trials with
an emphasis on exponentially distributed responses, Biometrics, 43, 875–883.
Gross, A.J. and Lam, C.F. (1981). Paired observations from a survival distribution, Biometrics, 37, 505–511.
Gumbel, E.J. (1960). Bivariate exponential distributions, Journal of the American Statistical Association, 55,
698–707.
Harris, T.E. , Meier, P. , and Tukey, J.W. (1950). The timing of the distribution of events between observations,
Human Biology, 22, 249–270.
Hawkes, A.G. (1972). A bivariate exponential distribution with applications to reliability, Journal of the Royal
Statistical Society, Series B, 34, 129–131.
Johnson, N.L. , Kotz, S. , and Balakrishnan, N. (1994). Continuous Univariate Distributions - Vol. 1, John Wiley &
Sons, New York.
Knapp, R.G. , Cantor, A.B. , and Gross, A.J. (1986). Estimators of the ratio of means of paired survival data,
Communications in Statistics - Simulation and Computation, 15, 85–100.
Knapp, R.G. , Gross, A.J. , and Cantor, A.G. (1986). A likelihood ratio test of the equality of paired survival data
with censoring, Biometrical Journal, 28, 665–672.
Lachin, J.M. and Foulkes, M.A. (1986). Evaluation of sample size and power for analyses of survival with
allowance for nonuniform patient entry, losses to follow-up, noncompliance, and stratification, Biometrics, 42,
507–519.
Lee, M-L.T. and Gross, A.J. (1989). Properties of conditionally independent generalized gamma distributions,
Probability in the Engineering and Informational Sciences, 3, 289–297.
Lee, M-L.T. and Gross, A.J. (1991). Lifetime distributions under unknown environment, Journal of Statistical
Planning and Inference, 29, 137–143.
Marshall, A.W. and Olkin, I. (1967). A multivariate exponential distribution, Journal of the American Statistical
Association, 62, 30–44.
Mendenhall, W. and Hader, R.J. (1958). Estimation of parameters of mixed exponentially distributed failure time
distributions from censored life test data, Biometrika, 45, 504–520.
Moeschberger, M.L. and David, H.A. (1971). Life tests under competing causes of failure and the theory of
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Buzacott, J.A. and Shanthikumar, J .G. (1993). Stochastic Models of Manufacturing Systems, Prentice Hall,
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