Preservation of ageing classes in deterioration models with independent increments

Abstract

In the present paper we consider ageing properties in a deterioration model in which the stochastic process measuring deterioration is a process with independent increments. Preservation of increasing and decreasing failure rates, as well as decreasing reversed hazard rate, is considered. We also take into account the preservation of log-concave and log-convex densities. Our main results are based on technical results concerning preservation of log-concave and log-convex functions by positive linear operators, and they include the study of stochastic ordering properties among the random variables in the process. © 2014 Sangüesa et al.; licensee Springer.