WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions
AbstractWe concentrate attention on non-negative absolutely continuous random variables with aSchur-constantjoint survival function. Such a property defines a special case of exchangeability, corresponding to a multivariateno agingcondition, 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 isstochastically increasingif and only if the variables areWBF(Weakened By Failure).
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 56 (1996)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Chi, Yichun & Yang, Jingping & Qi, Yongcheng, 2009. "Decomposition of a Schur-constant model and its applications," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 398-408, June.
- Nappo, G. & Spizzichino, F., 1998. "Ordering properties of the TTT-plot of lifetimes with Schur joint densities," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 195-203, August.
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