Consider (X,Y) describing the failure times of two non-indep. components of a system. Assuming that the first component has survived up to a given time t, X>t, we define the corresponding residual lifetime under different assumptions on the failure of the second component, having lifetime Y. In particular, we observe that the second component has not failed before a time s, (maybe different from t), thus the conditioned residual lifetime X*_t=[X-t| X>t, Y>s] is considered, or one cannot observe Y, and in this case the conditioned residual lifetime X_t=[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 X_t are comparable according to the main stochastic orders.

On the role of dependence in residual lifetimes / Longobardi, M.; Pellerey, Franco. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 153:(2019), pp. 56-64. [10.1016/j.spl.2019.05.010]

On the role of dependence in residual lifetimes

Longobardi M.;
2019

Abstract

Consider (X,Y) describing the failure times of two non-indep. components of a system. Assuming that the first component has survived up to a given time t, X>t, we define the corresponding residual lifetime under different assumptions on the failure of the second component, having lifetime Y. In particular, we observe that the second component has not failed before a time s, (maybe different from t), thus the conditioned residual lifetime X*_t=[X-t| X>t, Y>s] is considered, or one cannot observe Y, and in this case the conditioned residual lifetime X_t=[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 X_t are comparable according to the main stochastic orders.
2019
On the role of dependence in residual lifetimes / Longobardi, M.; Pellerey, Franco. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 153:(2019), pp. 56-64. [10.1016/j.spl.2019.05.010]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/759706
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