On classes of life distributions: Dichotomous Markov Noise Shock Model With Hypothesis Testing Applications
Statistics Theory
2012-10-02 v1 Probability
Statistics Theory
Abstract
In this paper, we investigate the probabilistic characteristics of a unit driven by Dichotomous Markov Noise (DMN), as an external random life increasing and decreasing shocks. Using DMN, we will define two new aging classes of the overall increasing/decreasing (OIL/ODL) nature in the long time behavior, which are separated by an exponential steady state regime. In addition, a moment inequality is derived for the system whose life distribution is in an overall life decreasing (ODL) class. We use this inequality to devise a nonparametric testing procedure for exponentiality against an alternative overall decreasing life distribution.
Keywords
Cite
@article{arxiv.1210.0291,
title = {On classes of life distributions: Dichotomous Markov Noise Shock Model With Hypothesis Testing Applications},
author = {Mohammad Sepehrifar and Shantia Yarahmadian and Richard Yamada},
journal= {arXiv preprint arXiv:1210.0291},
year = {2012}
}