We consider an N-tuple of exchangeable nonnegative random variables, which can, e.g., be interpreted as lifetimes of N similar units, and we assume that the joint survival function F(N)BAR(X1, ..., X(N)) = P{X1 > x...... X(N) > x(N)} is, in particular, Schur-concave. This condition is relevant since, as it has been recently shown, it provides a probabilistic model for aging in the subjectivist set-up. In this paper we analyze general properties of Schur-concave survival functions and give representation theorems. In particular, we study properties of Schur-concave survival distributions which are a finite-population version of time-transformed exponential distributions. These distribution models are of interest in analyzing life data.
SCHUR-CONCAVE SURVIVAL FUNCTIONS AND SURVIVAL ANALYSIS / Richard E., Barlow; Spizzichino, Fabio. - In: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. - ISSN 0377-0427. - STAMPA. - 46:3(1993), pp. 437-447. [10.1016/0377-0427(93)90039-e]
SCHUR-CONCAVE SURVIVAL FUNCTIONS AND SURVIVAL ANALYSIS
SPIZZICHINO, Fabio
1993
Abstract
We consider an N-tuple of exchangeable nonnegative random variables, which can, e.g., be interpreted as lifetimes of N similar units, and we assume that the joint survival function F(N)BAR(X1, ..., X(N)) = P{X1 > x...... X(N) > x(N)} is, in particular, Schur-concave. This condition is relevant since, as it has been recently shown, it provides a probabilistic model for aging in the subjectivist set-up. In this paper we analyze general properties of Schur-concave survival functions and give representation theorems. In particular, we study properties of Schur-concave survival distributions which are a finite-population version of time-transformed exponential distributions. These distribution models are of interest in analyzing life data.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
