Nonhomogeneous Poisson processes and logconcavity
The authors consider and compare various ways logconcavity occurs in the distributions of random variables and processes. In an Appendix interrelations between the property to be logconcave for the hazard rate function, the cumulative hazard rate function, the probability density, and the survival function of a random variable are proved. The central topic of the paper are results about logconcavity of counting processes, their epoch times, and their interepoch times. The counting processes of interest here are the non-homogeneous Poisson process, the relevation counting process (which models some minimal repair processes with non identically distributed life times), and discrete time 1-step counting processes with independent, but not identically distributed jumps. Results are of the prototype form: In a nonhomogeneous Poisson process all epoch times have logconcave densities if and only if the density and the cumulative hazard rate function of the first epoch time are logconcave. If the rate function of a nonhomogeneous Poisson process is logconcave, then all interepoch times have logconcave densities.
- Some Results on Interarrival Times of Nonhomogeneous Poisson Processes
- Closure and Monotonicity Properties of Nonhomogeneous Poisson Processes and Record Values
- Stochastic comparisons of nonhomogeneous processes
- Multivariate aging properties of epoch times of nonhomogeneous processes
- Characterization of nonhomogeneous Poisson processes via moment conditions
- Log-concavity of generalized order statistics
- Stochastic comparison and monotonicity of inactive record values
- Multivariate dependence of spacings of generalized order statistics
- Aging and other distributional properties of discrete compound geometric distributions
- Logconcavity and unimodality of progressively censored order statistics
- Preservation of association in multivariate shock and claim models
- Multivariate aging properties of epoch times of nonhomogeneous processes
- Sequential order statistics: ageing and stochastic orderings
- Log-convexity of counting processes evaluated at a random end of observation time with applications to queueing models
- An operator property of the distribution of a nonhomogeneous Poisson process with applications
- Analysis of a stochastic neuronal model with excitatory inputs and state-dependent effects
- Comparisons of policies based on relevation and replacement by a new one unit in reliability
- Some convexity properties of the distribution of lower k-record values with extensions
- Aging properties of sequential order statistics
- On increasing-failure-rate random variables
- On a First-Passage-Time Problem for the Compound Power-Law Process
- Closure and Monotonicity Properties of Nonhomogeneous Poisson Processes and Record Values
- scientific article; zbMATH DE number 4166205 (Why is no real title available?)
- Stochastic comparisons of spacings of record values from one or two sample sequences
- Characterizations of Aging Classes in Terms of Spacings Between Record Values
- scientific article; zbMATH DE number 57508 (Why is no real title available?)
- Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process
- On the elasticity of expected interepoch intervals in a non-homogeneous Poisson process under small variations of hazard rate
- scientific article; zbMATH DE number 7295891 (Why is no real title available?)
- Multivariate Comparisons of Ordered Data
- Coherent systems based on sequential order statistics
- Prediction of order statistics and record values from two independent sequences
- Some Results on Interarrival Times of Nonhomogeneous Poisson Processes
- Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory
- Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics
- On relevation redundancy to coherent systems at component and system levels
- Asymptotically optimal progressive censoring plans based on Fisher information
- Point prediction of future order statistics from an exponential distribution
- Allocation of a relevation in redundancy problems
- Preservation of ILR and IFR aging classes in sums of dependent random variables
- On relevation transform involved with statistical dependence between two component lifetimes
- Shock models governed by an inverse gamma mixed Poisson process
- Resolving an open problem on the hazard rate ordering of p-spacings
- Inference for the stress-strength parameter of multi-state systems based on records
- Reconstruction of past records
- Log-concavity and the maximum entropy property of the Poisson distribution
- Fisher information based progressive censoring plans
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