WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions
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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Volume (Year): 56 (1996)
Issue (Month): 1 (January)
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