✦ LIBER ✦
WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions
✍ Scribed by Lucia Caramellino; Fabio Spizzichino
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 467 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
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).
1996 Academic Press, Inc.