Estudo Geralhttps://estudogeral.sib.uc.ptThe DSpace digital repository system captures, stores, indexes, preserves, and distributes digital research material.Wed, 23 Oct 2019 04:23:36 GMT2019-10-23T04:23:36Z5031On proportional reversed failure rate classhttp://hdl.handle.net/10316/30343Title: On proportional reversed failure rate class
Authors: Oliveira, Paulo Eduardo; Torrado, Nuria
Abstract: Motivated by the recent use of the proportional reversed failure rate in economics (rates of increase and elasticity, see Veres-Ferrer and Pavia (Stat Pap 55:275–284, 2014) and in reliability (stochastic comparisons among systems, see Khaledi et al. (J Stat Plan Inference 141:276–286, 2011), in this work, we investigate characterizations and closure properties of the decreasing proportional reversed failure rate (DPRFR) classes for continuous, nonnegative random variables. Among others, we prove that DPRFR distributions are closed under convolutions. In addition, we relate this class of distributions with the class of monotone failure rate, proportional failure rate and likelihood ratio distributions.
Sun, 01 Nov 2015 00:00:00 GMThttp://hdl.handle.net/10316/303432015-11-01T00:00:00ZA moderate deviation for associated random variableshttp://hdl.handle.net/10316/36684Title: A moderate deviation for associated random variables
Authors: Çaǧın, Tonguç; Oliveira, Paulo Eduardo; Torrado, Nuria
Abstract: Moderate deviations are an important topic in many theoretical or applied statistical areas.
We prove two versions of a moderate deviation for associated and strictly stationary
random variables with finite moments of order q > 2. The first one uses an assumption
depending on the rate of a Gaussian approximation, while the second one discusses more
natural assumptions to obtain the approximation rate. The control of the dependence
structure relies on the decay rate of the covariances, for which we assume a relatively mild
polynomial decay rate. The proof combines a coupling argument together with a suitable
use of Berry–Esséen bounds.
Fri, 01 Jan 2016 00:00:00 GMThttp://hdl.handle.net/10316/366842016-01-01T00:00:00ZOn the reversed hazard rate of sequential order statisticshttp://hdl.handle.net/10316/27089Title: On the reversed hazard rate of sequential order statistics
Authors: Burkschat, Marco; Torrado, Nuria
Abstract: Sequential order statistics can be used to describe the lifetime of a system with n components which works as long as k components function assuming that failures possibly affect the lifetimes of remaining units. In this work, the reversed hazard rates of sequential order statistics are examined. Conditions for the reversed hazard rate ordering and the decreasing reversed hazard rate property of sequential order statistics are given.
Sat, 01 Feb 2014 00:00:00 GMThttp://hdl.handle.net/10316/270892014-02-01T00:00:00Z