We concentrate attention on non-negative absolutely continuous random variables with a Schur-constant joint survival function. Such a property defines a special case of exchangeability, corresponding to a multivariate no aging condition, 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 is stochastically increasing if and only if the variables are WBF (Weakened By Failure).
WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions / Caramellino, L; Spizzichino, Fabio. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - STAMPA. - 56:(1996), pp. 153-163.
WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions.
SPIZZICHINO, Fabio
1996
Abstract
We concentrate attention on non-negative absolutely continuous random variables with a Schur-constant joint survival function. Such a property defines a special case of exchangeability, corresponding to a multivariate no aging condition, 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 is stochastically increasing if and only if the variables are WBF (Weakened By Failure).I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.