随机变量增凹函数的平均剩余寿命比较

Comparing MRL for Increasing Concave Function of Two Random Variables

  • 摘要: 平均剩余寿命函数在可靠性工程、生存分析以及许多其他领域中扮演着一个非常重要的角色. 在本文中, 我们引进并且研究了一个新的随机序, 该序用于对两个随机变量严格增凹函数之间的随机比较. 证明了该随机序介于故障率序和平均剩余寿命序之间. 给出了该序在混合下的封闭性质. 最后, 我们给出了该序在可靠性理论中的一些应用.

     

    Abstract: The mean residual life (MRL) function plays a very important role in the area of reliability engineering, survival analysis, and many other fields. In this paper, we introduce and study a new stochastic order which gives stochastic comparison for mean residual life of strictly increasing concave function of two random variables. We show that this new stochastic order lies between the hazard rate and mean residual life orders. The preservation properties under mixtures are presented here. Finally, we give some applications of this new order in reliability theory.

     

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