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.
1996
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Longitudinal observations; Residual life-times; Schur-constant survival functions; Stochastical monotonicity; WBF property
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].
Caramellino, L; Spizzichino, F
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/55918
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