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On stochastic dependence in residual lifetime and inactivity time with some applications

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  • Li, Chen
  • Li, Xiaohu

Abstract

For bivariate random lifetimes, we study the role of stochastic dependence through conducting stochastic comparison on the residual life, inactivity time and some aging behavior of one marginal conditioned by the survival or failure of the other. The main results serve as essential supplement to those related ones of Bassan and Spizzichino (1999) and Longobardi and Pellerey (2019). Applications in frailty, resilience and load-sharing models are presented as well.

Suggested Citation

  • Li, Chen & Li, Xiaohu, 2021. "On stochastic dependence in residual lifetime and inactivity time with some applications," Statistics & Probability Letters, Elsevier, vol. 177(C).
    • Handle: RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221000821
    DOI: 10.1016/j.spl.2021.109120
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    6. Li, Xiaohu & Fang, Rui, 2015. "Ordering properties of order statistics from random variables of Archimedean copulas with applications," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 304-320.
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