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Reliability properties of record values from non-identically distributed random variables
Authors:Udo Kamps
Institution:Institute of Statistics , Aachen University of Technology , Wülnerstr. 3, Aachen, D-52056, F.R.Germany
Abstract:In reliability theory, order statistics and record values are used for statistical modelling. The r-th order statistic in a sample of size n represents the life—length of a (n?r+l)-out-of-n system, and record values are used in shock models. In recent years, reliability properties of order statistics and record values have been investigated. The two models are included in Pfeifer's concept of record values from non-identically distributed random variables. Here, some results on the transmission of distributional properties, such as increasing failure rate, are shown for such records, which contain the results for order statistics and ordinary record values as particular cases.
Keywords:order statistics  record values  non-identical distributions  reliability theory  increasing failure rate  decreasing failure rate
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