关于DMRL序的若干结论.pdfVIP

应用概率统计第 32 卷 Chinese Journal of Applied Probability and Statistics 第 1 期 2016 年 2 月 Feb. , 2016, Vol. 32, No. 1, pp. 6弘 88 doi: 10.3969 fj .issn.1001-4268.2016.01.005 Further Results on the DMRL Ordering KANG Diantong (School 01 Mathematics and Statistics, Hexi 【Un巾niv仰J YAN Lei (School 01 Eωnomics and Management, Lanzhou Univer. Abstract: Let X and Y be two nonnegative absolutely continuous random variables with respective distribution functions Fx and Gy such tl时 Fx(O) = Gy(O) = 0, right-continuous inverse functions F;/ and G? 1 , and survival functions F x and Gy, respectively. We write X ~dmrl Y , and s 可 X is smaller than Y in the DMRL (decreasing mean residual li岛) order, if the function J;;二 l(p) Gy(x)dx / Jξl(p) Fx(x)dx is incre困ing in p ε(0 ， 1) Some characterization properties of the DMRL order are investigated. The closure and reversed closure properties of the DMRL order 缸e obtained. Meanwhile, some illustrative examples that meet the DMRL order 缸e shown 嗣 wel l. Keywords: DMRL orderj reversed closure propertyj random parallel systemj risk aversion transformj generalized scale transform 2010 Mathematics Subject Classification: 60E15j 62ElOj 62N05 ~1. Introduction and Definitions In recent ye缸s ， much attention has been paid to stochastic comparisons, which 町e used as sharp tools in dealing with some random problems in reliability, economics, man? agement science and information science. Based on comparisons of residual life, mean residual life, and failure rate, m缸lY aging concepts and stochastic orders are presented and investigated in detail earlier or later. In these aspects, interested readers can refer to [1 ,3-7] for some existing result