关于DMRL序的若干结论

Further Results on the DMRL Ordering

  • 摘要: 设为非负绝对连续随机变量, 分别具有各自的分布函数, 使得, 右连续的反函数, 与生存函数. 记, 称在DMRL (递减的平均剩余寿命)序下比小, 如果函数关于递增.
    考察了DMRL序的特征性质, 获得了若干封闭与逆封闭性质. 同时, 给出了满足DMRL序的若干说明性实例.

     

    Abstract: Let and be two nonnegative absolutely continuous random variables with respective distribution functions and such that , right-continuous inverse functions and , and survival functions and , respectively. We write , and say is smaller than in the DMRL (decreasing mean residual life) order, if the function is increasing in .
    Some characterization properties of the DMRL order are investigated. The closure and reversed closure properties of the DMRL order are obtained. Meanwhile, some illustrative examples that meet the DMRL order are shown as well.

     

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