A COMPARISON OF SOME MULTIVARIATE WEIBULL DISTRIBUTIONS

Three different possible choices of statistical models for multivariate Weibull distributions are considered and compared. The concept of "a correlation field" is introduced and is subsequently applied for the purpose of comparing the different models. Linear combinations of Weibull distributed random variables are considered, and expressions for the corresponding probability density functions are established. Furthermore, a simplified procedure for approximating the resulting density function is described. Comparison is made between the statistical moments of increasing order for the specific case of two Weibull components. This example of application arises e.g. in connection with mechanical design of a column which is subjected to a bi-axial bending moment.