关于随机年龄下平均剩余寿命的变化

IF 1.2 4区 数学 Q2 STATISTICS & PROBABILITY Test Pub Date : 2024-01-12 DOI:10.1007/s11749-023-00917-3
Majid Asadi, Maxim Finkelstein
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引用次数: 0

摘要

在这篇短文中,我们讨论了随机年龄下物品的剩余寿命和平均剩余寿命(MRL)。我们表明,随机年龄的 MRL 与一些著名的变异度量密切相关。首先,我们提供了一个分解结果,表明随机年龄的 MRL 与其他变异度量类似,具有协方差表示。在比例危险(PH)模型下,我们表明,根据比例参数的不同,MRL 包含基尼均值差和累积残差熵这两个特例。我们还证明,在 PH 模型下,MRL 可以通过广义波利亚过程中的平衡分布和事件平均数量来表示。
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On variability of the mean remaining lifetime at random age

In this short communication, we discuss the remaining lifetime and the mean remaining lifetime (MRL) of an item with a random age. We show that the MRL at random age is closely related to some well-known variability measures. First, we provide a decomposition result showing that the MRL at random age, similar to other variability measures, has a covariance representation. Under the proportional hazards (PH) model, we show that the MRL, depending on the parameter of proportionality, subsumes the Gini’s mean difference and the cumulative residual entropy as special cases. It is also shown that, under the PH model, the MRL can be expressed via the equilibrium distribution and the mean number of events in the generalized Pólya process.

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来源期刊
Test
Test 数学-统计学与概率论
CiteScore
2.20
自引率
7.70%
发文量
41
审稿时长
>12 weeks
期刊介绍: TEST is an international journal of Statistics and Probability, sponsored by the Spanish Society of Statistics and Operations Research. English is the official language of the journal. The emphasis of TEST is placed on papers containing original theoretical contributions of direct or potential value in applications. In this respect, the methodological contents are considered to be crucial for the papers published in TEST, but the practical implications of the methodological aspects are also relevant. Original sound manuscripts on either well-established or emerging areas in the scope of the journal are welcome. One volume is published annually in four issues. In addition to the regular contributions, each issue of TEST contains an invited paper from a world-wide recognized outstanding statistician on an up-to-date challenging topic, including discussions.
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