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Percentile residual life orders

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  • Shaked, Moshe

Abstract

In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described.

Suggested Citation

  • Shaked, Moshe, 2008. "Percentile residual life orders," DES - Working Papers. Statistics and Econometrics. WS ws086422, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws086422
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    References listed on IDEAS

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    1. Alan E. Gelfand & Athanasios Kottas, 2003. "Bayesian Semiparametric Regression for Median Residual Life," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(4), pages 651-665, December.
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    Keywords

    Mean residual life function;

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