Properties of classes of life distribution based on the conditional variance

Abstract

We consider two classes of life distribution, V D and V I , the members of which are defined in terms of the conditional variance σ 2(t) of the remaining lifetime of a system: a life distribution F belongs to V D if is a decreasing function and to V I if is increasing. We study closure properties of these classes under relevant reliability operations such as mixing, convolution and formation of coherent systems. We show, for example, that the class V D is not closed under convolution or mixing, and that the class V I is not closed under formation of coherent systems.