Statistical analysis of old age behavior (Q1765665)

For a nonnegative random variable \(X\) with survival function \(\overline{F}(x)=P(X>x)\), \(x\geq0\), and finite mean \(\mu\), denote by \(\tilde{X}\) the corresponding equilibrium life which has the survival function \(\overline{W}(x)=\mu^{-1}\int_x^\infty\overline{F}(u)\,du\), \(x\geq0\). Assuming that \(\tilde{X}\) has an ageing property such as IFR (increasing failure rate), IFRA (increasing failure rate average), NBU (new better than used), etc., the author obtains some inequalities involving the moments of \(X\). It is also shown that if \(\tilde{X}\) is HNBUE (harmonic new better than used in expectation) and \(E(X^2)<\infty\), then the moment generating function of \(X\) exists and an upper bound on it is obtained. Some statistical tests for the positive ageing of \(\tilde{X}\) are given.