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On lifetimes in random environments

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  • Antonio Di Crescenzo
  • Franco Pellerey

Abstract

For a component operating in random environment, whose hazard rate is assumed to be the realization of a suitable increasing stochastic process, conditions are found such that its lifetime is increasing in likelihood ratio (ILR). For the lifetimes of two components of the same kind some comparisons based on partial stochastic orders are presented. Some applications to the case of repairable components are finally provided. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 365–375, 1998

Suggested Citation

  • Antonio Di Crescenzo & Franco Pellerey, 1998. "On lifetimes in random environments," Naval Research Logistics (NRL), John Wiley & Sons, vol. 45(4), pages 365-375, June.
  • Handle: RePEc:wly:navres:v:45:y:1998:i:4:p:365-375
    DOI: 10.1002/(SICI)1520-6750(199806)45:43.0.CO;2-3
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    References listed on IDEAS

    as
    1. Y. Kebir, 1991. "On hazard rate processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(6), pages 865-876, December.
    2. Gordon Antelman & I. Richard Savage, 1965. "Characteristic functions of stochastic integrals and reliability theory," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 12(3), pages 199-222, September.
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