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WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions

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  • Caramellino, Lucia
  • Spizzichino, Fabio
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    Abstract

    We 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 Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 56 (1996)
    Issue (Month): 1 (January)
    Pages: 153-163

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    Handle: RePEc:eee:jmvana:v:56:y:1996:i:1:p:153-163

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    Related research

    Keywords: Schur-constant survival functions longitudinal observations residual life-times WBF property stochastical monotonicity (null);

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    Cited by:
    1. 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.
    2. 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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