Properties of increasing odds rate distributions with a statistical application

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F22%3A10250638" target="_blank" >RIV/61989100:27510/22:10250638 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.sciencedirect.com/science/article/pii/S0378375822000428" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0378375822000428</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.jspi.2022.05.004" target="_blank" >10.1016/j.jspi.2022.05.004</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Properties of increasing odds rate distributions with a statistical application

Popis výsledku v původním jazyce

We study the family of distributions characterised by an increasing odds rate (IOR), showing that this provides an alternative interpretation of the &quot;adverse ageing&quot; notion, comparable to the well known increasing hazard rate (IHR) model. We prove some preservation properties of this class under several transformations that are often considered in reliability and life testing problems, including formation of order statistics. Moreover, the IOR assumption enables the derivation of survival bounds and tolerance limits, extending the scope of applicability of some known results, which are based, for instance, on the IHR assumption. Finally, we propose a test for the IOR null hypothesis, establishing its consistency and providing a table of simulated p-values. (C) 2022 Elsevier B.V.

Název v anglickém jazyce

Properties of increasing odds rate distributions with a statistical application

Popis výsledku anglicky

We study the family of distributions characterised by an increasing odds rate (IOR), showing that this provides an alternative interpretation of the &quot;adverse ageing&quot; notion, comparable to the well known increasing hazard rate (IHR) model. We prove some preservation properties of this class under several transformations that are often considered in reliability and life testing problems, including formation of order statistics. Moreover, the IOR assumption enables the derivation of survival bounds and tolerance limits, extending the scope of applicability of some known results, which are based, for instance, on the IHR assumption. Finally, we propose a test for the IOR null hypothesis, establishing its consistency and providing a table of simulated p-values. (C) 2022 Elsevier B.V.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50200 - Economics and Business

Projekt

<a href="/cs/project/GA20-16764S" target="_blank" >GA20-16764S: Zobecněný přístup ke stochastické dominanci: teorie a finanční aplikace</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2022

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Journal of Statistical Planning and Inference

ISSN

0378-3758

e-ISSN

—

Svazek periodika

221

Číslo periodika v rámci svazku

December

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

13

Strana od-do

313-325

Kód UT WoS článku

000876941400005

EID výsledku v databázi Scopus

2-s2.0-85131604962