WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions

Lucia Caramellino and Fabio Spizzichino

Journal of Multivariate Analysis, 1996, vol. 56, issue 1, 153-163

Abstract: We concentrate attention on non-negative absolutely continuous random variables with aSchur-constantjoint survival function. Such a property defines a special case of exchangeability, corresponding to a multivariateno agingcondition, in a Bayesian set-up. In the longitudinal observation of our random variables, the pair (Number of failures,Total time on test) is a Markov process which has a central role. Our main result result shows that such a process isstochastically increasingif and only if the variables areWBF(Weakened By Failure).

Keywords: Schur-constant; survival; functions; longitudinal; observations; residual; life-times; WBF; property; stochastical; monotonicity; (null) (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (5)

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