On the structure of a family of probability generating functions induced by shock models
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Publication:6209521
DOI10.1214/193940307000000536arXiv0805.2246MaRDI QIDQ6209521FDOQ6209521
Authors: Satrajit Roychoudhury, Manish C. Bhattacharjee 
Publication date: 15 May 2008
Abstract: We explore conditions for a class of functions defined via an integral representation to be a probability generating function of some positive integer valued random variable. Interest in and research on this question is motivated by an apparently surprising connection between a family of classic shock models due to Esary et. al. (1973) and the negatively aging nonparametric notion of ``strongly decreasing failure rate (SDFR) introduced by Bhattacharjee (2005). A counterexample shows that there exist probability generating functions with our integral representation which are not discrete SDFR, but when used as shock resistance probabilities can give rise to a SDFR survival distribution in continuous time.
Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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