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Proportional reversed hazard rate model and its applications. (English) Zbl 1119.62098
Summary: The purpose of this paper is to study the structure and properties of the proportional reversed hazard rate model (PRHRM) in contrast to the celebrated proportional hazard model (PHM). The monotonicity of the hazard rate and the reversed hazard rate of the model is investigated. Some criteria of aging are presented and the inheritance of the aging notions (of the base distribution) by the PRHRM is studied. Characterizations of the model involving Fisher information are presented and the statistical inference of the parameters is discussed. Finally, it is shown that several members of the proportional reversed hazard rate class have been found to be useful and flexible in real data analysis.

##### MSC:
 62N05 Reliability and life testing 62E10 Characterization and structure theory of statistical distributions 62N02 Estimation in survival analysis and censored data
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