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Lifelength in a random environment

Author

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  • Baxter, Laurence A.
  • Li, Linxiong

Abstract

Let T denote the lifelength of a component, the distribution of which, conditional on a parameter y, is known. It is supposed that y is a realization of nonnegative stochastic process {Y,t[greater-or-equal, slanted]0}, reflecting random variation in the environment in which the component is operating. Conditions are determined under which the distribution of T given {Y(t),t[greater-or-equal, slanted]0} is IFR, DFR, IFRA, DFRA, NBU or NWU. Further, conditions are determined under which, if the conditional distributions of T1 and T2, the lifelengths of two components, are ordered stochastically or in variability, a similar order holds for the corresponding marginal distributions.

Suggested Citation

  • Baxter, Laurence A. & Li, Linxiong, 1994. "Lifelength in a random environment," Statistics & Probability Letters, Elsevier, vol. 20(1), pages 27-35, May.
    • Handle: RePEc:eee:stapro:v:20:y:1994:i:1:p:27-35
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    Cited by:

    1. Linxiong Li, 2000. "Estimating distribution functions from partially observed samples," Naval Research Logistics (NRL), John Wiley & Sons, vol. 47(6), pages 521-530, September.

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