You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Further Monotonicity Properties for Specialized Renewal Processes
The Annals of Probability
Vol. 9, No. 5 (Oct., 1981), pp. 891-895
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2243747
Page Count: 5
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
Define Z(t) to be the forward recurrence time at t for a renewal process with interarrival time distribution, F, which is assumed to be IMRL (increasing mean residual life). It is shown that Eφ(Z(t)) is increasing in t ≥ 0 for all increasing convex φ. An example demonstrates that Z(t) is not necessarily stochastically increasing nor is the renewal function necessarily concave. Both of these properties are known to hold for F DFR (decreasing failure rate).
The Annals of Probability © 1981 Institute of Mathematical Statistics