On stochastic dependence in residual lifetime and inactivity time with some applications

Chen Li; Xiaohu Li

doi:10.1016/j.spl.2021.109120

On stochastic dependence in residual lifetime and inactivity time with some applications

Chen Li
, Xiaohu Li

Department of Mathematical Sciences

Tianjin University of Commerce

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

Abstract

For bivariate random lifetimes, we study the role of stochastic dependence through conducting stochastic comparison on the residual life, inactivity time and some aging behavior of one marginal conditioned by the survival or failure of the other. The main results serve as essential supplement to those related ones of Bassan and Spizzichino (1999) and Longobardi and Pellerey (2019). Applications in frailty, resilience and load-sharing models are presented as well.

Original language	English
Article number	109120
Journal	Statistics and Probability Letters
Volume	177
DOIs	https://doi.org/10.1016/j.spl.2021.109120
State	Published - Oct 2021

Keywords

Copula
DRHR
IHR
Likelihood ratio order
Mean residual life order
TP2

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10.1016/j.spl.2021.109120

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title = "On stochastic dependence in residual lifetime and inactivity time with some applications",

abstract = "For bivariate random lifetimes, we study the role of stochastic dependence through conducting stochastic comparison on the residual life, inactivity time and some aging behavior of one marginal conditioned by the survival or failure of the other. The main results serve as essential supplement to those related ones of Bassan and Spizzichino (1999) and Longobardi and Pellerey (2019). Applications in frailty, resilience and load-sharing models are presented as well.",

keywords = "Copula, DRHR, IHR, Likelihood ratio order, Mean residual life order, TP2",

author = "Chen Li and Xiaohu Li",

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year = "2021",

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AU - Li, Chen

AU - Li, Xiaohu

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AB - For bivariate random lifetimes, we study the role of stochastic dependence through conducting stochastic comparison on the residual life, inactivity time and some aging behavior of one marginal conditioned by the survival or failure of the other. The main results serve as essential supplement to those related ones of Bassan and Spizzichino (1999) and Longobardi and Pellerey (2019). Applications in frailty, resilience and load-sharing models are presented as well.

KW - Copula

KW - DRHR

KW - IHR

KW - Likelihood ratio order

KW - Mean residual life order

KW - TP2

UR - https://www.scopus.com/pages/publications/85106897380

UR - https://www.scopus.com/pages/publications/85106897380#tab=citedBy

U2 - 10.1016/j.spl.2021.109120

DO - 10.1016/j.spl.2021.109120

M3 - Article

AN - SCOPUS:85106897380

SN - 0167-7152

VL - 177

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 109120

ER -

On stochastic dependence in residual lifetime and inactivity time with some applications

Abstract

Keywords

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