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Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications

Author

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  • Mohammad Sepehrifar

    (Mississippi State University)

  • Shantia Yarahmadian

    (Mississippi State University)

Abstract

In this paper, we investigate the probabilistic characteristics of systems driven by dichotomous Markov noise (DMN), described by an external random increasing and decreasing shocks. Based on the DMN, we define two new aging classes of the increasing/decreasing renewal dichotomous Markov noise (IRDMN/DRDMN), which are separated by an exponential steady state regime in the long time behavior. In addition, a moment inequality is derived for the system whose life belongs to DRDMN class. This inequality to devise a nonparametric testing procedure for exponentiality against an alternative DRDMN life distributions.

Suggested Citation

  • Mohammad Sepehrifar & Shantia Yarahmadian, 2017. "Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications," Statistical Papers, Springer, vol. 58(4), pages 1115-1124, December.
    • Handle: RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0740-4
    DOI: 10.1007/s00362-016-0740-4
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    References listed on IDEAS

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    1. Ahmad, Ibrahim A. & Sepehrifar, Mohammad B., 2009. "On testing alternative classes of life distribution with guaranteed survival times," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 857-864, February.
    2. Xiaohu Li & Maochao Xu, 2008. "Reversed hazard rate order of equilibrium distributions and a related aging notion," Statistical Papers, Springer, vol. 49(4), pages 749-767, October.
    3. Sepehrifar, Mohammad B. & Khorshidian, Kavoos & Jamshidian, Ahmad R., 2015. "On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 117-122.
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    Cited by:

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