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In this paper, we propose an extension of the standard strong and weak lack-of-memory properties. We say that the survival function $\bar{F}$ of the vector $(X,Y)$ satisfies pseudo lack-of-memory property in strong version if…

Probability · Mathematics 2024-06-17 Massimo Ricci

We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments and dependence structure.…

Statistics Theory · Mathematics 2017-12-19 Gwo Dong Lin , Xiaoling Dou , Satoshi Kuriki

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

Methodology · Statistics 2018-10-11 Valerie Poynor , Athanasios Kottas

We develop the qualitative theory of the solutions of the McKendrick partial differential equation of population dynamics. We calculate explicitly the weak solutions of the McKendrick equation and of the Lotka renewal integral equation with…

Populations and Evolution · Quantitative Biology 2007-05-23 Rui Dilao , Abdelkader Lakmeche

In usual demographic analysis, force of mortality is a function of one variable, that is, of age. In this article bi-variate and multivariate force of mortality functions are introduced for the first time to explain mortality differentials.…

Dynamical Systems · Mathematics 2019-02-26 Swagata Mitra , Pratyush Singh , Arni S. R. Srinivasa Rao

We first review an approach that had been developed in the past years to introduce concepts of "bivariate ageing" for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate…

Probability · Mathematics 2019-05-27 Giovanna Nappo , Fabio L. Spizzichino

The Gompertz law of mortality quantitatively describes the mortality rate of humans and almost all multicellular animals. However, its underlying kinetic mechanism is unclear. The Gompertz law cannot explain the effect of temperature on…

Populations and Evolution · Quantitative Biology 2015-02-04 Xiaoping Liu

In this expository paper, we consider the problem of causal inference and efficient estimation for the counterfactual survivor function. This problem has previously been considered in the literature in several papers, each relying on the…

Methodology · Statistics 2025-10-02 Benjamin R. Baer , Ashkan Ertefaie , Robert L. Strawderman

We point out to a connection between a problem of invariance of power series families of probability distributions under binomial thinning and functional equations which generalize both the Cauchy and an additive form of the…

Classical Analysis and ODEs · Mathematics 2021-06-17 Karol Baron , Jacek Wesołowski

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

Methodology · Statistics 2025-03-04 Tonghui Yu , Liming Xiang , Jong-Hyeon Jeong

Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…

Methodology · Statistics 2023-11-21 Emanuele Giovanni Depaoli , Marco Stefanucci , Stefano Mazzuco

For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…

Probability · Mathematics 2019-02-20 Antonio Di Crescenzo , Barbara Martinucci , Julio Mulero

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…

Pricing of Securities · Quantitative Finance 2021-01-21 Fabio Bellini , Pablo Koch-Medina , Cosimo Munari , Gregor Svindland

We study the existence of weak solutions of a generalized Gross-Pitaewskii equation, with time and space dependent coefficients that could blow up or vanish asymptotically in time, with initial data not necessarily segregated. We also study…

Analysis of PDEs · Mathematics 2025-11-10 Federico Lai

In life insurance, life tables are used to estimate the survival distribution of individuals from a given population. However, these tables only provide survival probabilities at integer ages but no information about the distribution of…

Risk Management · Quantitative Finance 2026-03-19 Jean-Loup Dupret , Edouard Motte

Survival data with time-varying covariates are common in practice. If relevant, they can improve on the estimation of survival function. However, the traditional survival forests - conditional inference forest, relative risk forest and…

Applications · Statistics 2022-06-06 Weichi Yao , Halina Frydman , Denis Larocque , Jeffrey S. Simonoff

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the…

Statistics Theory · Mathematics 2007-06-13 Ramesh C. Gupta , David M. Bradley

We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…

Statistical Mechanics · Physics 2015-09-02 Andreas Dechant , Eric Lutz

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

A multivariate survival function of Weibull Distribution is developed by expanding the theorem by Lu and Bhattacharyya (1990). From the survival function, the probability density function, the cumulative probability function, the…

Statistics Theory · Mathematics 2007-06-13 Cheng K. Lee , Miin-Jye Wen
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