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【期刊论文】THE TOTAL TIME ON TEST TRANSFORM AND THE EXCESS WEALTH STOCHASTIC ORDERS OF DISTRIBUTIONS
李效虎, SUBHASH C. KOCHAR, *, XIAOHU LI, **, MOSHE SHAKED, ***
Adv. Appl. Prob. 34, 826-845 (2002) Printed in Northern Ireland,-0001,():
-1年11月30日
For nonnegative random variablesXand Y wewrite X≤TTT Y if F−1(μ)(1−F(x))dx≤∫0G−1(p)(1−G(x)) dx all p∈(0,1), where F and G denote the distribution functions of X and Y respectively. The purpose of this article is to study some properties of this new stochastic order. New properties of the excess wealth (or right-spread) order, and of other related stochastic orders, are also obtained. Applications in the statistical theory of reliability and in economics are included.
Excess wealth order, right-spread order, Lorenz order, NBUE, increasing convex and concave orders, series and parallel systems, HNBUE, economic inequality measure, empirical TTT transform, test for', more NBUE',
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【期刊论文】SOME PROPERTIES OF AGEING NOTIONS BASED ON THE MOMENT-GENERATING-FUNCTION ORDER
李效虎, XIAOHU LI, *
J. Appl. Prob. 41, 927-934 (2004) Printed in Israel,-0001,():
-1年11月30日
Classes of life distributions based on the moment-generating-function order are investigated in this paper. It is shown firstly that the classM is closed under both convex linear combination and geometric compounding. Secondly, the class NBUmg (new better than used in the moment-generating-function order) is proved to be closed under increasing star-shaped transformations. Finally, the interplay between the stochastic comparison of the excess lifetime of a renewal process and the NBUmg interarrivals is studied.
Convex linear combination, convolution, geometric compounding, M0-class, M-class, NBUmg, star-shaped transform
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李效虎, XIAOHU LI, *, MING J. ZUO, **
J. Appl. Prob. 39, 426-433 (2002) Printed in Israel,-0001,():
-1年11月30日
In this paper, we investigate k-out-of-n systems with independent and identically distributed components. Some characterizations of the IFR (2), DMRL, NBU (2) and NBUC classes of life distributions are obtained in terms of the monotonicity of the residual life given that the (n−k) th failure has occurred at time t≥0. These results complement those reported by Belzunce, Franco and Ruiz (1999). Similar conclusions based on the residual life of a parallel system conditioned by the (n−k) th failure time are presented as well.
DMRL, IFR(, 2), , NBUC, NBU(, 2), , NBULt, increasing convex order, increasing concave order, parallel system, residual life
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