Aging functions and multivariate notions of NBU and IFR

Durante, Fabrizio and Foschi, Rachele and Spizzichino, Fabio Aging functions and multivariate notions of NBU and IFR. Probability in the Engineering and Informational Sciences, 24 (02). pp. 263-278. (2010)

 Preview
PDF - Published Version
For d≥2, let X=(X1, …, Xd) be a vector of exchangeable continuous lifetimes with joint survival function $\overline{F}$. For such models, we study some properties of multivariate aging of $\overline{F}$ that are described by means of the multivariate aging function $B_{\overline{F}}$, which is a useful tool for describing the level curves of $\overline{F}$. Specifically, the attention is devoted to notions that generalize the univariate concepts of New Better than Used and Increasing Failure Rate. These multivariate notions are satisfied by random vectors whose components are conditionally independent and identically distributed having univariate conditional survival function that is New Better than Used (respectively, Increasing Failure Rate). Furthermore, they also have an interpretation in terms of comparisons among conditional survival functions of residual lifetimes, given a same history of observed survivals.