Exponential Life Functions with NBU Components
Shaked, Moshe
Ann. Probab., Tome 11 (1983) no. 4, p. 752-759 / Harvested from Project Euclid
Homogeneous nondecreasing functions of independent NBU random variables are studied. Two results of Block and Savits are improved. It is shown that if a coherent system, formed from independent NBU components, has exponential life then it is essentially a series system with exponential components. Also, it is shown that if a strictly increasing homogeneous function of independent NBU random variables has an exponential distribution then it is essentially a univariate function of one of its variables which must, then, be exponential. A new characterization of the MNBU class of distributions of Marshall and Shaked is derived, and a new proof of the closure of the class of NBU distributions under formation of nonnegative homogeneous increasing functions is given.
Publié le : 1983-08-14
Classification:  Homogeneous increasing functions,  coherent life functions,  multivariate NBU,  exponential distribution,  upper set,  62N05,  62H05
@article{1176993519,
     author = {Shaked, Moshe},
     title = {Exponential Life Functions with NBU Components},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 752-759},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993519}
}
Shaked, Moshe. Exponential Life Functions with NBU Components. Ann. Probab., Tome 11 (1983) no. 4, pp.  752-759. http://gdmltest.u-ga.fr/item/1176993519/