Shock models and the MIFRA property

Thomas H. Savits and Moshe Shaked

Stochastic Processes and their Applications, 1981, vol. 11, issue 3, 273-283

Abstract: Marshall and Shaked [6] have shown that some multivariate life distributions obtained from their shock model satisfy the IFRA conditions A and B of Esary and Marshall [5]. Block and Savits [2] have introduced a multivariate IFRA condition which is stronger than Conditions A and B. In this paper it is shown that the multivariate life distributions of Marshall and Shaked actually satisfy the Block-Savits MIFRA condition. As a consequence it follows that the damage processes associated with the Marshall-Shaked shock models are multivariate strongly IFRA in the sense of Block and Savits [3].

Date: 1981
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