The rank of the current lifetime

DOI10.1016/0167-7152(94)90014-0MaRDI QIDQ1332744zbMATH OpenOpenAlexFDO

Authors Rudolf Grübel

Publication date 29 January 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90014-0

zbMATH Keywords

asymptotic distributioncurrent lifetimeinspection paradoxrelative rank

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Renewal theory (60K05)

Review text

The rank \(R_ t\) of the current lifetime of a component is denoted as \(R_ t= \#\{1\leq i\leq N_ t\): \(X_ i> X_{N_ t+1}\}\), where \(\{X_ i\}\) denotes the lifetimes (interarrival times) of a standard renewal process \(\{N_ t\), \(t\geq 0\}\). The asymptotic distribution of the relative rank \(R_ t/N_ t\) as \(t\to\infty\) is obtained. This result is shown to exhibit another feature of the inspection paradox.

Recommendations

• A generalization of the inspection paradox in an ordinary renewal process
• ON THE WAITING TIME PARADOX AND RELATED TOPICS
• An extension and implications of the inspection paradox
• Classroom Note:The Inspection Paradox Inequality
• Joint simulation of backward and forward recurrence times in a renewal process

Cites work

• An asymptotic theory for empirical reliability and concentration processes
• Convergence theorems for empirical Lorenz curves and their inverses
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)

Cited in

(2)

• The rank of the present excursion
• Cumulative record times in a Poisson process

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