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Characterizations of the IFR and DFR aging notions by means of the dispersive order

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  • Pellerey, Franco
  • Shaked, Moshe
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    Abstract

    The purpose of this note is to show a new characterization of the IFR and DFR aging notions by means of the dispersive order. Our result extends results of Mailhot (1987) and of Belzunce, Candel and Ruiz (1995). Our method of proof can also be extended to handle comparisons of "past lives", that is, comparisons of [X - tX

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-3SNV16X-1R/2/0969b546480896304a9e0b05f44fa045
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 33 (1997)
    Issue (Month): 4 (May)
    Pages: 389-393

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    Handle: RePEc:eee:stapro:v:33:y:1997:i:4:p:389-393

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    Related research

    Keywords: Aging notions Stochastic orders;

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    Cited by:
    1. Jongwoo Jeon & Subhash Kochar & Chul Park, 2006. "Dispersive ordering—Some applications and examples," Statistical Papers, Springer, vol. 47(2), pages 227-247, March.
    2. Belzunce, F., 1999. "On a characterization of right spread order by the increasing convex order," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 103-110, November.
    3. Denuit, Michel M. & Mesfioui, Mhamed, 2011. "The dispersive effect of cross-aging with archimedean copulas," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1407-1418, September.
    4. Belzunce, Félix & Ortega, Eva & Ruiz, José M., 1999. "The Laplace order and ordering of residual lives," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 145-156, April.
    5. Kayid, M. & Alamoudi, L., 2013. "Some results about the exponential ordering of inactivity time," Economic Modelling, Elsevier, vol. 33(C), pages 159-163.

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