 On the role of dependence in residual lifetimesMaria Longobardi and Franco Pellerey Statistics & Probability Letters, 2019, vol. 153, issue C, 56-64 Abstract: Consider a vector (X,Y) that describes the failure times of two non-independent components of a system. Assuming that the first component has survived up to a given time t>0, i.e., assuming X>t, one can define the corresponding residual lifetime under different assumptions on the failure of the second component, having lifetime Y. In particular, one can observe that the second component has not failed before a time s≥0 (maybe different from t), thus the conditioned residual lifetime X˜t=[X−t|X>t,Y>s] can be considered, or one cannot observe Y, and in this case the conditioned residual lifetime Xt=[X−t|X>t] has to be studied. This note deals with conditions on the survival copula of (X,Y) such that X˜t and Xt are comparable according to the main reliability stochastic orders. Similar conditions, based on the connecting copula of (X,Y), are described also for the conditioned inactivity times X˜t=[t−X|X≤t,Y≤s] and Xt=[t−X|X≤t]. Keywords: Stochastic orders; Copulas; Dependence notions (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:stapro:v:153:y:2019:i:c:p:56-64 Ordering information: This journal article can be ordered from DOI: 10.1016/j.spl.2019.05.010 Access Statistics for this article Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul More articles in Statistics & Probability Letters from Elsevier |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.