Further results involving percentile inactivity time order and its inference

Mervat Mahdy ()

METRON, 2014, vol. 72, issue 3, 269-282

Abstract: This paper studies a family of stochastic orders of random variables defined via the comparison of their percentile inactivity time functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. The estimator of the percentile inactivity time is introduced. Finally, some applications in reliability theory and finance are described. Copyright Sapienza Università di Roma 2014

Keywords: The percentile reversed residual function; Mean inactivity time class; The empirical distribution (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s40300-013-0017-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metron:v:72:y:2014:i:3:p:269-282

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/40300

DOI: 10.1007/s40300-013-0017-9

Access Statistics for this article

METRON is currently edited by Marco Alfo'

More articles in METRON from Springer, Sapienza Università di Roma
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().