Let the survival function of two-dimensional random variables(X, Y) be F(x,y) ~ exp{-[(x /θ1),1/δ + (y/θ2)1/δ]δ}, 0< x,y <∞, 0<δ≤1.0<δθ1,θ2< ∞.We refer to it as GBVE(θ1,θ2,δ).In this paper, using both time-truncated life testing data of components and series systems, we study the estimators and their properties of parameters of GBVE (θ,θ1,δ). In the case of θ1=θ2=θ, we give the maximum likelihood estimator (θL,δL) of (θ,δ) and prove that (θ,δ) has strong consistency and asymptotic normality. In the case without the restriction of θ1 = θ2, we give the moment type estimator(θ1,θ2,δ) of (θ1,θ2,δ), and prove that (θ1,θ2,δ) has strong consistency and asymptotic normality, too.
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ESTIMATORS OF PARAMETERS OF GBVE DISTRIBUTION. Journal of Systems Science and Mathematical Sciences, 1995, 15(1): 39-049 https://doi.org/10.12341/jssms09130