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Stochastic comparisons for residual lifetimes and Bayesian notions of multivariate ageing

Part of: Operations research and management science Survival analysis and censored data Stochastic processes

Published online by Cambridge University Press:  01 July 2016

Bruno Bassan  and
Fabio Spizzichino
Bruno Bassan*
Affiliation:
Università ‘La Sapienza’
Fabio Spizzichino*
Affiliation:
Università ‘La Sapienza’
*
∗ Postal address: Dipartimento di Matematica, Università ‘La Sapienza’, Piazzale Aldo Moro 5, I-00185 Roma, Italy.
∗ Postal address: Dipartimento di Matematica, Università ‘La Sapienza’, Piazzale Aldo Moro 5, I-00185 Roma, Italy.
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Abstract

We compare distributions of residual lifetimes of dependent components of different age. This approach yields several notions of multivariate ageing. A special feature of our notions is that they are based on one-dimensional stochastic comparisons. Another difference from the traditional approach is that we do not condition on different histories.

Keywords

Multivariate ageingstochastic orderingsSchur-concavitylog-concavityTP2RR2

MSC classification

Primary: 62N05: Reliability and life testing
Secondary: 60G09: Exchangeability 90B25: Reliability, availability, maintenance, inspection

Information

Type
General Applied Probability
Information
Advances in Applied Probability , Volume 31 , Issue 4 , December 1999 , pp. 1078 - 1094
Copyright
Copyright © Applied Probability Trust 1999 

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