Stochastic comparisons and ageing properties of an extended gamma process
Affiliation auteurs | !!!! Error affiliation !!!! |
Titre | Stochastic comparisons and ageing properties of an extended gamma process |
Type de publication | Journal Article |
Year of Publication | 2021 |
Auteurs | Masry ZAl, Mercier S, Verdier G |
Journal | JOURNAL OF APPLIED PROBABILITY |
Volume | 58 |
Pagination | PII S0021900220000741 |
Date Published | MAR |
Type of Article | Article |
ISSN | 0021-9002 |
Mots-clés | ageing properties, cumulative deterioration, extended gamma process, Reliability theory, standard gamma process, stochastic order |
Résumé | Extended gamma processes have been seen as a flexible extension of standard gamma processes in the recent reliability literature, for the purpose of cumulative deterioration modeling. The probabilistic properties of the standard gamma process have been well explored since the 1970s, whereas those of its extension remain largely unexplored. In particular, stochastic comparisons between degradation levels modeled by standard gamma processes and ageing properties for the corresponding level-crossing times are now well understood. The aim of this paper is to explore similar properties for extended gamma processes and see which ones can be broadened to this new context. As a by-product, new stochastic comparisons for convolutions of gamma random variables are also obtained. |
DOI | 10.1017/jpr.2020.74 |