Percentile residual life orders

Franco Pereira, Alba María; Lillo Rodríguez, Rosa Elvira; Romo, Juan; Shaked, Moshe

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Percentile residual life orders

Author(s): Franco Pereira, Alba María; Lillo Rodríguez, Rosa Elvira; Romo, Juan; Shaked, Moshe

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Issued date: 2008-11

Serie/No.: UC3M Working papers. Statistics and Econometrics
08-22

Keywords: Mean residual life function , Hazard rate order , Reversed hazard rate order , Mixtures , Lehmann's alternative , Proportional hazards , Imperfect repair , Reliability theory , Value at risk , Deductible

URI: http://hdl.handle.net/10016/3244

Rights: Atribución-NoComercial-SinDerivadas 3.0 España

Abstract:

In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relat [+]

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