LIFELENGTH IN A RANDOM ENVIRONMENT

被引:2
|
作者
BAXTER, LA
LI, LX
机构
[1] Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook
关键词
LIFE-LENGTH; RANDOM ENVIRONMENT; PURE JUMP PROCESS; FILTRATION; STOCHASTIC ORDERING; VARIABILITY ORDERING; IFR; DFR; IFRA; DFRA; NBU; NWU;
D O I
10.1016/0167-7152(94)90231-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let T denote the lifelength of a component, the distribution of which, conditional on a parameter y, is known. It is supposed that y is a realization of nonnegative stochastic process {Y(t), t greater-than-or-equal-to 0}, reflecting random variation in the environment in which the component is operating. Conditions are determined under which the distribution of T given {Y(t), t greater-than-or-equal-to 0} is IFR, DFR, IFRA, DFRA, NBU or NWU. Further, conditions are determined under which, if the conditional distributions of T1 and T2, the lifelengths of two components, are ordered stochastically or in variability, a similar order holds for the corresponding marginal distributions.
引用
收藏
页码:27 / 35
页数:9
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