Dynamic multivariate aging notions in reliability theory

Moshe Shaked and Jevaveerasingam Shanthikumar

Stochastic Processes and their Applications, 1991, vol. 38, issue 1, 85-97

Abstract: The properties of IFR (increasing failure rate) and PF2 (Polya frequency of order 2) are of use and importance in the study of univariate random lifetimes in reliability theory. In this paper these notions are extended to the multivariate setting. The extensions are not just technical, but they are also meaningful and dynamic. Classes of multivariate IFR and PF2 distributions are defined. Some of their properties are described. The relationship between these classes is given.

Keywords: IFR; PF2; logconcavity; hazard; rate; ordering; likelihood; ratio; ordering; stochastic; ordering; comparison; of; histories (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (8)

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