Bounds for the hazard rate and the reversed hazard rate of the convolution of dependent random lifetimes

DOI10.1017/JPR.2019.59MaRDI QIDQ5205941zbMATH OpenOpenAlexWikidataFDO

Authors Carolina Martínez-Riquelme, Félix Belzunce

Publication date 17 December 2019

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/jpr.2019.59

zbMATH Keywords

reliabilityconvolutionhazard rate functionreversed hazard rate functiondependent random lifetime

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

Recommendations

• Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables
• On reversed hazard rate in general mixture models
• On hazard rate ordering of the sums of heterogeneous geometric random variables
• SHARP TWO-SIDED BOUNDS FOR DISTRIBUTIONS UNDER A HAZARD RATE CONSTRAINT
• Comparison of hazard rates for dependent random variables

Cites work

• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 5029517 (Why is no real title available?)
• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• A Family of Concepts of Dependence for Bivariate Distributions
• An introduction to stochastic orders
• Bivariate Distributions With Exponential Conditionals
• Bivariate distributions with conditionals satisfying the proportional generalized odds rate model
• Conditional specification of statistical models.
• Dependence by reverse regular rule
• Properties of Probability Distributions with Monotone Hazard Rate
• Properties of reverse hazard functions
• Reliability properties of bivariate conditional proportional hazard rate models
• Stochastic comparisons and bounds for conditional distributions by using copula properties
• The Reversed Hazard Rate Function
• The failure rate of a convolution dominates the failure rate of any IFR component
• The limiting failure rate for a convolution of gamma distributions
• The limiting failure rate for a convolution of life distributions

Cited in

(5)

• COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS
• A note on the limiting behaviour of hazard rate functions of generalized mixtures
• Comparison of hazard rates for dependent random variables
• Optimal allocation of a coherent system with statistical dependent subsystems
• SHARP TWO-SIDED BOUNDS FOR DISTRIBUTIONS UNDER A HAZARD RATE CONSTRAINT

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