English

Weighted mean inactivity time function with applications

Probability 2021-03-16 v1 Statistics Theory Statistics Theory

Abstract

The concept of mean inactivity time plays a crucial role in reliability, risk theory and life testing. In this regard, we introduce a weighted mean inactivity time function by considering a non-negative weight function. Based on this function, we provide expressions for the variance of transformed random variable and the weighted generalized cumulative entropy. The latter concept is an important measure of uncertainty which is shift-dependent and is of interest in certain applied contexts, such as reliability or mathematical neurobiology. Moreover, based on the comparison of mean inactivity times of a certain function of two lifetime random variables, we introduce and study a new stochastic order in terms of the weighted mean inactivity time function. Several characterizations and preservation properties of the new order under shock models, random maxima and renewal theory are discussed.

Keywords

Cite

@article{arxiv.2103.07682,
  title  = {Weighted mean inactivity time function with applications},
  author = {Antonio Di Crescenzo and Abdolsaeed Toomaj},
  journal= {arXiv preprint arXiv:2103.07682},
  year   = {2021}
}

Comments

25 pages

R2 v1 2026-06-24T00:06:13.664Z