Let f(x)/[1 F(x)] be the mortality of a subject at time x given that it has
Question:
Let f(x)/[1 − F(x)] be the “mortality” of a subject at time x given that it has survived to this time. A c.d.f. F is said to be smaller than G in the hazard ordering if g(x)
1 − G(x) ≤ f(x)
1 − F(x) for all x . (3.46)
(i) Show that (3.46) is equivalent to 1 − F(x)
1 − G(x) is nonincreasing. (3.47)
(ii) Show that (3.46) holds if and only if k is starshaped. [A function k defined on an interval I ⊂ [0, ∞) is starshaped on I if k(λx) ≤ λk(x) whenever x ∈ I,
λx ∈ I, 0 ≤ λ ≤ 1. Problems 3.41 and 3.42 are based on Lehmann and Rojo
(1992).]
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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