Characterizations of the hazard rate order and IFR aging notion (Q1767735)
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English | Characterizations of the hazard rate order and IFR aging notion |
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Characterizations of the hazard rate order and IFR aging notion (English)
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8 March 2005
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The authors show that two random variables \(X\) and \(Y\) satisfy \(X\leq_{\text{hr}}Y\) (that is, are ordered with respect to the hazard rate order) if and only if \([X-t\mid X>t]\leq_{\text{Lt}}[Y-t\mid Y>t]\) (that is, are ordered with respect to the Laplace transform order) for all \(t\). As consequences they obtain new characterizations of the hazard rate order, and of the IFR (increasing failure rate) aging notion, by means of the mean residual life order, and the DMRL (decreasing mean residual life) aging notion.
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Laplace transform order
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Laplace transform order of residual lives
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Hazard rate order
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Mean residual life order
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Aging notions
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increasing failure rate
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decreasing mean residual life
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