


Some results on stochastic ageing and ordering



Description: 
The concepts of stochastic ageing and ordering, which play an important role in any reliability analysis, describe how a component or system improves or deteriorates with age, and how to decide which component or system is ageing faster (in some sense). Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tailweights. The actual verification of these stochastic orderings is not simple, as this depends on inverting distribution functions for which there may be no explicit expression. We have a look at the stochastic ordering, introducing a method that allows for explicit usage, applying it to the Gamma and Weibull distributions, giving a complete description of the order relations within each of these families.

Date: 
20171215

Start Time: 
14:30 
Speaker: 
Idir Arab (CMUC, Univ. Coimbra)

Institution: 
CMUC, Univ. Coimbra

Place: 
Room 5.5

Research Groups: 
Probability and Statistics

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