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Hazard Rate Properties of a General Counting Process Stopped at an Independent Random Time

Part of: Distribution theory - Probability Distribution theory

Published online by Cambridge University Press:  14 July 2016

F. G. Badia
F. G. Badia*
Affiliation:
University of Zaragoza
*
∗Postal address: Department of Statistical Methods, University of Zaragoza, Maria de Luna 3, Zaragoza, 50018, Spain. Email address: [email protected]
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Abstract

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In this work we provide sufficient conditions under which a general counting process stopped at a random time independent from the process belongs to the reliability decreasing reversed hazard rate (DRHR) or increasing failure rate (IFR) class. We also give some applications of these results in generalized renewal and trend renewal processes stopped at a random time.

Keywords

IFR propertyDRHR propertygeneralized renewal processtrend renewal process

MSC classification

Secondary: 62E10: Characterization and structure theory 60E15: Inequalities; stochastic orderings
Type
Research Article
Information
Journal of Applied Probability , Volume 48 , Issue 1 , March 2011 , pp. 56 - 67
Copyright
Copyright © Applied Probability Trust 2011 

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