{"title":"An inequality for log-concave functions and its use in the study of failure rates","authors":"Mahdi Alimohammadi, N. Balakrishnan, T. Simon","doi":"10.1017/s0269964824000056","DOIUrl":null,"url":null,"abstract":"\n We establish here an integral inequality for real log-concave functions, which can be viewed as an average monotone likelihood property. This inequality is then applied to examine the monotonicity of failure rates.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":0.7000,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability in the Engineering and Informational Sciences","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1017/s0269964824000056","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"ENGINEERING, INDUSTRIAL","Score":null,"Total":0}
引用次数: 0
Abstract
We establish here an integral inequality for real log-concave functions, which can be viewed as an average monotone likelihood property. This inequality is then applied to examine the monotonicity of failure rates.
期刊介绍:
The primary focus of the journal is on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, mathematical finance and probabilistic networks and graphs. Papers on analytic properties and related disciplines are also considered, as well as more general papers on applied and computational probability, if appropriate. Readers include academics working in statistics, operations research, computer science, engineering, management science and physical sciences as well as industrial practitioners engaged in telecommunications, computer science, financial engineering, operations research and management science.