Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions

Bivariate lifetime distributions are considered which describe physically motivated dependencies like those proposed by Freund and Marshall and Olkin. Such distributions arise in reiability problems with two-component systems. Generalizations of some previous models are investigated and the maximum likelihood estimates for a combined bivariate exponential distribution are given. The case of dependent random censorship is considered in connection with two-component series systems. Some simulations show how censorship affects the parameter estimates.