Stochastic properties of two general versions of the residual lifetime at random times

Xiaohu Li, Rui Fang

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

This paper studies 2 different versions of the general residual lifetime at random times in the context of statistical dependence between the system lifetime and the random time. We prove that the class of residual lifetimes with a semiindependent random age is equivalent to the class of residual lifetimes at independent random times. Additionally, we conduct stochastic comparisons of the 2 versions of the general residual lifetime at random times. Several numerical examples are presented to illustrate the ordering results.

Original languageEnglish
Pages (from-to)528-543
Number of pages16
JournalApplied Stochastic Models in Business and Industry
Volume34
Issue number4
DOIs
StatePublished - 1 Jul 2018

Keywords

  • RLRA
  • RLRT
  • TP2
  • hazard rate order
  • likelihood ratio order
  • stochastic order
  • survival copula

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