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In a life testing situation the failure of an individual, either a living organism or an inanimate object, may be classified into one of k(< 1) mutually exclusive classes, usually causes of failure. One often has dependent causes of failure in actual physical situations, i.e., the theoretical lifetime of an individual failing from one cause may be correlated with the theoretical lifetime of the same individual failing from a different cause. This paper i) discusses some properties of a bivariate Weibull distribution and ii) is concerned with estimating, by the method of maximum likelihood, the unknown parameters of life distributions belonging to two particular parametric families, viz., bivariate normal and bivariate Weibull, when the causes of failure are dependent. An example involving the failure of small electrical appliances is analyzed and compared with an analysis which assumes the causes of failure to be independent.
Melvin L. Moeschberger (Fri,) studied this question.