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Negative ageing property of random sum

Author

Listed:
  • Li, Gang
  • Cheng, Kan
  • Jiang, Xiaoyue

Abstract

The negative ageing property of random sum is investigated in this paper. For four negative ageing classes, it is shown that under certain circumstances, the negative aging property of the random sum is solely determined by the negative property of random count N, rather than that of Xi.

Suggested Citation

  • Li, Gang & Cheng, Kan & Jiang, Xiaoyue, 2006. "Negative ageing property of random sum," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 737-742, April.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:7:p:737-742
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    References listed on IDEAS

    as
    1. Mohan, N. R. & Ravi, S., 2003. "On class , class , and compound distributions in reliability," Statistics & Probability Letters, Elsevier, vol. 61(3), pages 269-276, February.
    2. Willmot, Gordon E. & Cai, Jun, 2001. "Aging and other distributional properties of discrete compound geometric distributions," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 361-379, June.
    3. Cai, Jun & Willmot, Gordon E., 2005. "Monotonicity and aging properties of random sums," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 381-392, July.
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    Cited by:

    1. Shaked, Moshe, 2007. "Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1339-1344, July.

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