کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524490 957560 2005 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
چکیده انگلیسی
For a couple of lifetimes (X1,X2) with an exchangeable joint survival function F̄, attention is focused on notions of bivariate aging that can be described in terms of properties of the level curves of F̄. We analyze the relations existing among those notions of bivariate aging, univariate aging, and dependence. A goal and, at the same time, a method to this purpose is to define axiomatically a correspondence among those objects; in fact, we characterize notions of univariate and bivariate aging in terms of properties of dependence. Dependence between two lifetimes will be described in terms of their survival copula. The language of copulæ turns out to be generally useful for our purposes; in particular, we shall introduce the more general notion of semicopula. It will be seen that this is a natural object for our analysis. Our definitions and subsequent results will be illustrated by considering a few remarkable cases; in particular, we find some necessary or sufficient conditions for Schur-concavity of F̄, or for IFR properties of the one-dimensional marginals. The case characterized by the condition that the survival copula of (X1,X2) is Archimedean will be considered in some detail. For most of our arguments, the extension to the case of n>2 is straightforward.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 93, Issue 2, April 2005, Pages 313-339
نویسندگان
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