Dependence in failure times due to environmental factors

Esther Frostig, Michel Denuit

Research output: Contribution to journalArticlepeer-review


In many applications, common factors influence a set of failure (or survival) times of interest. This is, for instance, the case in mortality analysis, where mortality is influenced by socio-economic and health factors, or in the analysis of time-to-failure observations, where the items are functioning under similar conditions. This paper aims to answer the following question: is it true that more positively dependent factors generate more positively dependent outcomes? The analysis is conducted with the help of various stochastic order relations.

Original languageEnglish
Pages (from-to)487-495
Number of pages9
JournalStatistics and Probability Letters
Issue number4
StatePublished - 15 Feb 2009

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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