We concentrate attention on non-negative absolutely continuous random variables with a Schuu-constant joint survival function. Such a property defines a special case of exchangeability, corresponding to a multivariate no aging condition, in a Bayesian set-up. In the longitudinal observation of our random variables, the pair (Number of failures, Total time on test) is a Markov process which has a central role. Our main result result shows that such a process is stochastically increasing if and only if the variables are WBF (Weakened By Failure). (C) 1996 Academic Press, Inc.
Caramellino, L., Spizzichino, F. (1996). WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions. JOURNAL OF MULTIVARIATE ANALYSIS, 56(1), 153-163 [10.1006/jmva.1996.0008].
WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions
CARAMELLINO, LUCIA;
1996-01-01
Abstract
We concentrate attention on non-negative absolutely continuous random variables with a Schuu-constant joint survival function. Such a property defines a special case of exchangeability, corresponding to a multivariate no aging condition, in a Bayesian set-up. In the longitudinal observation of our random variables, the pair (Number of failures, Total time on test) is a Markov process which has a central role. Our main result result shows that such a process is stochastically increasing if and only if the variables are WBF (Weakened By Failure). (C) 1996 Academic Press, Inc.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
