Preservation of Some Aging Properties and Stochastic Orders by Weighted Distributions |
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Authors: | Neeraj Misra Ishwari Dutt Dhariyal |
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Affiliation: | Department of Mathematics and Statistics , Indian Institute of Technology Kanpur , Kanpur, Uttar Pradesh, India |
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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 : 4393 – 4412 .[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 : 587 – 596 .[Crossref] , [Google Scholar]) and correct them. |
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Keywords: | DFR DMRL DRFR Failure rate IFR IMRL IRFR Log-concave Log-convex mrl function Weight function Weighted distribution |
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