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SHARP BOUNDS FOR SURVIVAL PROBABILITY WHEN AGEING IS NOT MONOTONE

Published online by Cambridge University Press:  06 April 2018

Ruhul Ali Khan
Affiliation:
Department of Mathematics, Indian Institute of Engineering Science and Technology, Shibpur, P.O. - Botanic Garden, Howrah-711103, West Bengal, India E-mail: ruhulali.khan@gmail.com
Murari Mitra
Affiliation:
Department of Mathematics, Indian Institute of Engineering Science and Technology, Shibpur, P.O. - Botanic Garden, Howrah-711103, West Bengal, India E-mails: murarimitra@yahoo.com, mmitra@math.iiests.ac.in
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Abstract

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We exploit a novel bounding argument to obtain sharp bounds for survival functions belonging to the Increasing initially then Decreasing Mean Residual Life (IDMRL) class introduced by Guess, Hollander and Proschan (1986) [8]. The bounds obtained are in terms of the mean, change point and pinnacle of the mean residual life function. The bounds for the monotonic ageing classes Decreasing Mean Residual Life (DMRL) and Increasing Mean Residual Life (IMRL) are obtained as special cases. Discussions on the bounds as well as two concrete illustrative examples are included.

Information

Type
Research Article
Copyright
Copyright © Cambridge University Press 2018