 On lifetimes influenced by a common environmentErhan Çinlar, Moshe Shaked and Jevaveerasingam Shanthikumar Stochastic Processes and their Applications, 1989, vol. 33, issue 2, 347-359 Abstract: Consider the lifelengths T1,..., Tk of k components subjected to a randomly varying environment. They are dependent on each other because of their common dependence of the environment. The parameters of the model are the distribution of the random process which describes the environment and a set of rate functions which determine the probability law of Ti,..., Tk as a function of the distribution of the environment. We find conditions on the parameters of the model which imply that T1,..., Tk are associated. Other conditions which imply that T1,..., Tk have the multivariate aging properties IHR (increasing hazard rate) and NBU (new better than used) are also described. Also two such models are compared. In particular, we characterize the parameters of these models so that stochastic ordering between the two vectors of resulting lifetimes can be obtained. Keywords: random; environments; positive; association; IHR; NBU; intrinsic; ages; exponential; random; variables; Markov; processes; stochastic; ordering (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:33:y:1989:i:2:p:347-359 Ordering information: This journal article can be ordered from Access Statistics for this article Stochastic Processes and their Applications is currently edited by T. Mikosch More articles in Stochastic Processes and their Applications from Elsevier |
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