Brazilian Journal of Probability and Statistics

Some unified results on stochastic properties of residual lifetimes at random times

Neeraj Misra and Sameen Naqvi

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Abstract

The residual life of a random variable $X$ at random time $\Theta$ is defined to be a random variable $X_{\Theta}$ having the same distribution as the conditional distribution of $X-\Theta$ given $X>\Theta$ (denoted by $X_{\Theta}=(X-\Theta|X>\Theta)$). Let $(X,\Theta_{1})$ and $(Y,\Theta_{2})$ be two pairs of jointly distributed random variables, where $X$ and $\Theta_{1}$ (and, $Y$ and $\Theta_{2}$) are not necessarily independent. In this paper, we compare random variables $X_{\Theta_{1}}$ and $Y_{\Theta_{2}}$ by providing sufficient conditions under which $X_{\Theta_{1}}$ and $Y_{\Theta_{2}}$ are stochastically ordered with respect to various stochastic orderings. These comparisons have been made with respect to hazard rate, likelihood ratio and mean residual life orders. We also study various ageing properties of random variable $X_{\Theta_{1}}$. By considering this generalized model, we generalize and unify several results in the literature on stochastic properties of residual lifetimes at random times. Some examples to illustrate the application of the results derived in the paper are also presented.

Article information

Source
Braz. J. Probab. Stat., Volume 32, Number 2 (2018), 422-436.

Dates
Received: July 2016
Accepted: December 2016
First available in Project Euclid: 17 April 2018

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1523952021

Digital Object Identifier
doi:10.1214/16-BJPS348

Mathematical Reviews number (MathSciNet)
MR3787760

Zentralblatt MATH identifier
06914681

Keywords
Hazard rate order likelihood ratio order mean residual life order reversed hazard rate order

Citation

Misra, Neeraj; Naqvi, Sameen. Some unified results on stochastic properties of residual lifetimes at random times. Braz. J. Probab. Stat. 32 (2018), no. 2, 422--436. doi:10.1214/16-BJPS348. https://projecteuclid.org/euclid.bjps/1523952021


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