On stochastic comparisons of residual life time at random time

Let X1,X2,Θ and Θ′ be independent non-negative random variables. The residual life of Xi at random time Θ, that is, XiΘ=Xi−Θ∣Xi>Θ is considered. Some sufficient conditions which lead to the likelihood ratio ordering, the failure rate ordering, the reverse failure rate ordering and the mean residu...

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Bibliographic Details
Published in:Statistics & probability letters 2014-05, Vol.88, p.73-79
Main Authors: Dewan, Isha, Khaledi, Baha-Eldin
Format: Article
Language:English
Subjects:
Failure rate order
Likelihood ratio order
Mean residual life order
Reverse failure rate order
Stochastic aging
Totally positive of order 2 functions
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Summary:Let X1,X2,Θ and Θ′ be independent non-negative random variables. The residual life of Xi at random time Θ, that is, XiΘ=Xi−Θ∣Xi>Θ is considered. Some sufficient conditions which lead to the likelihood ratio ordering, the failure rate ordering, the reverse failure rate ordering and the mean residual life ordering between X1Θ and X2Θ are obtained and an application in queuing theory is explained. A set of conditions which lead to the same stochastic orderings between X1Θ and X1Θ′ are also derived.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2014.01.029