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Preservation of Some Aging Properties and Stochastic Orders by Weighted Distributions
Authors:Neeraj Misra  Ishwari Dutt Dhariyal
Affiliation:Department of Mathematics and Statistics , Indian Institute of Technology Kanpur , Kanpur, Uttar Pradesh, India
Abstract:By assuming that a random variable X possesses an aging property, we provide conditions under which the corresponding weighted version X 1, with weight function w 1(·), would also possess this aging property. Similarly, by assuming that two random variables X and Y are ordered with respect to a stochastic order, we provide conditions under which the corresponding weighted versions X 1 and Y 2, with weight functions w 1(·) and w 2(·), respectively, preserve this stochastic ordering. We also point out fallacies in the similar results claimed by Jain et al. (1989 Jain , K. , Singh , H. , Bagai , I. ( 1989 ). Relations for reliability measures of weighted distributions . Commun. Statist. Theory Meth. 18 : 43934412 .[Taylor & Francis Online], [Web of Science ®] [Google Scholar]) and Bartoszewicz and Skolimowska (2006 Bartoszewicz , J. , Skolimowska , M. ( 2006 ). Preservation of classes of life distribution and stochastic orders under weighting . Statist. Probab. Lett. 76 : 587596 .[Crossref] [Google Scholar]) and correct them.
Keywords:DFR  DMRL  DRFR  Failure rate  IFR  IMRL  IRFR  Log-concave  Log-convex  mrl function  Weight function  Weighted distribution
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