The concept of reversed relevation transform was introduced by Di Crescenzo and Toomaj (2015). In this article, we study important reliability properties of the reversed relevation transform under the proportional reversed hazards assumption. The results of research on information measures are presented. Various ageing concepts and stochastic orders are discussed. A new flexible generalisation of the Fréchet distribution is introduced using the proposed transformation, and reliability properties and applications are discussed.
reversed relevation transform, proportional reversed hazards model, information measures, ageing properties, stochastic orders, quantile function.
Barlow, R. E., Proschan, F., (1975). Statistical Theory of Reliability and Life Testing: Probability Models. Holt, Rinehart and Winston, New York.
Belzunce, F., Riquelme, C. M. and Mulero, J., (2016). An Introduction to Stochastic Orders. Academic Press, London.
Bennett, S., (1983). Analysis of survival data by the proportional odds model. Statistics in Medicine, 2(2), pp. 273–277.
Block, H. W., Savits, T. H. and Singh, H., (1998). The reversed hazard rate function. Probability in the Engineering and Informational Sciences, 12(1), pp. 69–90.
Breneman, J. E., Sahay, C. and Lewis, E. E., (2022). Introduction to Reliability Engineering. John Wiley & Sons, Hoboken, NJ, USA.
Cali, C., Longobardi M. and Ahmadi, J., (2017). Some properties of cumulative Tsallis entropy. Physica A: Statistical Mechanics and its Applications, 486(15), pp. 1012–1021.
Chandra, N. K., Roy, D., (2001). Some results on reversed hazard rate. Probability in the Engineering and Informational Sciences, 15(1), pp. 95–102.
Chechile, R. A., (2011). Properties of reverse hazard functions. Journal of Mathematical Psychology, 55(3), pp. 203–222.
Cox, D. R., Hinkley, D. V., (1974). Theoretical Statistics. Chapman and Hall/CRC, London.
Denneberg, D., (1990). Premium calculation: Why standard deviation should be replaced by absolute deviation. ASTIN Bulletin: The Journal of the IAA, 20(2), pp. 181–190.
Di Crescenzo, A., (2000). Some results on the proportional reversed hazards model. Statistics & Probability Letters, 50(4), pp. 313–321.
Di Crescenzo, A., Kayal, S. and Toomaj, A., (2018). A past inaccuracy measure based on the reversed relevation transform. Metrika, 82(5), pp. 607–631.
Di Crescenzo, A., Longobardi, M., (2009). On cumulative entropies. Journal of Statistical Planning and Inference, 139(12), pp. 4072–4087.
Di Crescenzo, A., Toomaj, A., (2015). Extension of the past lifetime and its connection to the cumulative entropy. Journal of Applied Probability, 52(4), pp. 1156–1174.
Di Crescenzo, A., Toomaj, A., (2017). Further results on the generalized cumulative entropy. Kybernetika, 53(5), pp. 959–982.
Finkelstein, M., (2002). On the reversed hazard rate. Reliability Engineering & System Safety, 78(1), pp. 71–75.
Glaser, R. E., (1980). Bathtub and related failure rate characterizations. Journal of the American Statistical Association, 75(371), pp. 667–672.
Gnedenko, B., (1943). Sur la distribution limite du terme maximum d’une serie aleatoire. Annals of Mathematics, 44(3), pp. 423–453.
Gupta, R. C., Gupta, P. L. and Gupta, R. D., (1998). Modeling failure time data by Lehman alternatives. Communications in Statistics - Theory and Methods, 27(4), pp. 887–904.
Gupta, R. C. , Wu, H., (2001). Analyzing survival data by proportional reversed hazard model. International Journal of Reliability and Applications, 2(1), pp. 1–26.
Gupta, R. D., Kundu, D., (1999). Theory & methods: Generalized exponential distributions. Australian & New Zealand Journal of Statistics, 41(2), pp. 173–188.
Gupta, R. D., Kundu, D., (2001). Exponentiated exponential family: An alternative to gamma and Weibull distributions. Biometrical Journal: Journal of Mathematical Methods in Biosciences, 43(1), pp. 117–130.
Gupta, R. D., Kundu, D., (2002). Generalized exponential distributions: Statistical inferences. Journal of Statistical Theory and Applications, 1(1), pp. 101–118.
Gupta, R. D., Kundu, D., (2007). Generalized exponential distribution: Existing results and some recent developments. Journal of Statistical Planning and Inference, 137(11), pp. 3537–3547.
Gupta, R. D., Nanda, A. K., (2001). Some results on reversed hazard rate ordering. Communications in Statistics - Theory and Methods, 30(11), pp. 2447–2457.
Hand, D. J., Daly, F., McConway, K., Lunn, D. and Ostrowski, E., (1994). Handbook of Small Data Sets. Boca Raton, FL: Chapman & Hall/ CRC Press, London.
Kalbfleisch, J. D., Prentice, R. L., (2002). The Statistical Analysis of Failure Time Data, Second Edition. John Wiley & Sons, New York.
Kayal, S., (2016). On generalized cumulative entropies. Probability in the Engineering and Informational Sciences, 30(4), pp. 640–662.
Kerridge, D. F., (1961). Inaccuracy and inference. Journal of the Royal Statistical Society Series B, pp. 184–94.
Khorashadizadeh, Rezaei Roknabadi, M. A. H. and Mohtashami Borzadaran, G. R., (2013). Characterization of life distributions using log-odds rate in discrete aging. Communications in Statistics - Theory and Methods, 42(1), pp. 76–87.
Kochar, S. C., (2022). Stochastic Comparisons with Applications: In Order Statistics and Spacings. Springer Nature, Switzerland.
Krakowski, M., (1973). The relevation transform and a generalization of the gamma distribution function. Revue Française d’automatique, Informatique, Recherche Opérationnelle. Recherche Opérationnelle, 7(V2), pp. 107–120.
Kundu, D., Gupta, R. D., (2004). Characterizations of the proportional (reversed) hazard model. Communications in Statistics – Theory and Methods, 33(12), pp. 3095–3102.
Lai, C. D., Xie, M., (2006). Stochastic Ageing and Dependence for Reliability. Springer Science & Business Media, London.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data. John Wiley & Sons, New York.
Lehmann, E. L., (1953). The power of rank tests. The Annals of Mathematical Statistics, 24(1), pp. 23– 43.
Mahmoud, M. A., Alam, F. M. A., (2010). The generalized linear exponential distribution. Statistics & Probability Letters, 80(11-12), pp. 1005–1014.
Mudholkar, G. S., Hutson, A. D., (1996). The exponentiated Weibull family: some properties and a flood data application. Communications in Statistics – Theory and Methods, 25(12), pp. 3059–3083.
Mudholkar, G. S., Srivastava, D. K., (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data. IEEE Transactions on Reliability, 42(2), pp. 299–302.
Mudholkar, G. S., Srivastava, D. K. and Freimer, M., (1995). The exponentiated Weibull family: A reanalysis of the bus-motor-failure data. Technometrics, 37(4), pp. 436–445.
Nath, P., (1968). Inaccuracy and coding theory. Metrika, 13(1), pp. 123–135.
Navarro, J., (2022). Introduction to System Reliability Theory. Springer, Berlin.
Navarro, J., Águila, Y. , Sordo, M. A. and Suárez-Llorens, A., (2013). Stochastic ordering properties for systems with dependent identically distributed components. Applied Stochastic Models in Business and Industry, 29(3), pp. 264–278.
Navarro, J., Águila,Y., Sordo, M. A. and Suárez-Llorens, A., (2014). Preservation of reliability classes under the formation of coherent systems. Applied Stochastic Models in Business and Industry, 30(4), pp. 444–454.
Navarro, J., Del Águila, Y., Sordo, M. A. and Suárez-Llorens, A., (2016). Preservation of stochastic orders under the formation of generalized distorted distributions. applications to coherent systems. Methodology and Computing in Applied Probability, 18(2), pp. 529–545.
Navarro, J., del Águila, Y., Sordo, M. A. and Suárez-Llorens, A., (2013). Stochastic ordering properties for systems with dependent identically distributed components. Applied Stochastic Models in Business and Industry, 29(3), pp. 264–278.
Navarro, J., Ruiz, J. M. and Del Aguila, Y., (2008). Characterizations and ordering properties based on log-odds functions. Statistics, 42(4), pp. 313–328.
Popovi´c, B. V., Genç, A. I. and Domma, F., (2022). Generalized proportional reversed hazard rate distributions with application in medicine. Statistical Methods & Applications, 31(3), pp. 459–480.
Psarrakos, G., Navarro, J., (2013). Generalized cumulative residual entropy and record values. Metrika, 76(5), pp. 623–640.
Sarhan, A. M., Kundu, D., (2009). Generalized linear failure rate distribution. Communications in Statistics – Theory and Methods, 38(5), pp. 642–660.
Sengupta, D., Deshpande, J. V., (1994). Some results on the relative ageing of two life distributions. Journal of Applied Probability, 31(4), pp. 991–1003.
Shaked, M., Shanthikumar, J. G., (2007). Stochastic Orders. Springer Science & Business Media, New York.
Shannon, C. E., (1948). A mathematical theory of communication. The Bell System Technical Journal, 27(3), pp. 379–423.
Shojaee, O., Babanezhad, M., (2023). On some stochastic comparisons of arithmetic and geometric mixture models. Metrika, 86(5), pp. 499–515.
Smith, R. L., Naylor, J., (1987). A comparison of maximum likelihood and Bayesian estimators for the three-parameter Weibull distribution. Journal of the Royal Statistical Society Series C: Applied Statistics, 36(3), pp. 358–369.
Sordo, M. A., Suárez-Llorens, A., (2011). Stochastic comparisons of distorted variability measures. Insurance: Mathematics and Economics, 49(1), pp. 11–17.
Sordo, M. A., Suárez-Llorens, A. and Bello, A. J., (2015). Comparison of conditional distributions in portfolios of dependent risks. Insurance: Mathematics and Economics, 61, pp. 62–69.
Taneja, H., Kumar, V. and Srivastava, R., (2009). A dynamic measure of inaccuracy between two residual lifetime distributions. International Mathematical Forum, 4(25), pp. 1213–1220.
Wang, S., (1996). Premium calculation by transforming the layer premium density. ASTIN Bulletin: The Journal of the IAA, 26(1), pp. 71–92.
Zimmer, W. J., Wang, Y., and Pathak, P. K., (1998). Log-odds rate and monotone log-odds rate distributions. Journal of Quality Technology, 30(4), pp. 376–385.