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On relative ordering of mean residual lifetime functions

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  • Finkelstein, Maxim

Abstract

Some properties of the mean residual lifetime (MRL) functions are studied. The main focus is on relative characteristics. It is proved that under certain assumptions the relative hazard rate ordering leads to the corresponding ultimate MRL ordering. This result is applied to stochastic comparison of random variables, described by a baseline and mixture distributions, respectively.

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  • Finkelstein, Maxim, 2006. "On relative ordering of mean residual lifetime functions," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 939-944, May.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:9:p:939-944
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    References listed on IDEAS

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    1. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
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    1. Psarrakos, Georgios & Vliora, Polyxeni, 2021. "Sensitivity analysis and tail variability for the Wang’s actuarial index," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 147-152.
    2. Neeraj Misra & Jisha Francis, 2020. "Relative ageing in frailty and resilience models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(2), pages 171-196, February.
    3. Fatemeh Hooti & Jafar Ahmadi & N. Balakrishnan, 2022. "Stochastic Comparisons of General Proportional Mean Past Lifetime Frailty Model," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 844-866, August.
    4. M. Kayid & S. Izadkhah & Ming J. Zuo, 2017. "Some results on the relative ordering of two frailty models," Statistical Papers, Springer, vol. 58(2), pages 287-301, June.
    5. Elham Khaleghpanah Noughabi & Majid Chahkandi & Majid Rezaei, 2022. "On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2801-2822, December.
    6. Neeraj Misra & Jisha Francis, 2018. "Relative aging of (n − k + 1)‐out‐of‐n systems based on cumulative hazard and cumulative reversed hazard functions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(6-7), pages 566-575, September.
    7. Misra, Neeraj & Francis, Jisha, 2015. "Relative ageing of (n−k+1)-out-of-n systems," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 272-280.

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