UNIVARIATE AND MULTIVARIATE STOCHASTIC COMPARISONS AND AGEING PROPERTIES OF THE GENERALIZED POLYA PROCESS

Abstract

In this work we consider the generalized Polya process with baseline intensity function r and parameters alpha and beta recently studied by Cha (2014). The aim of this work is to provide both univariate and multivariate stochastic comparisons between two generalized Polya processes with different baseline intensity functions and the same parameters alpha and beta for the epoch and inter-epoch times of the two processes. The comparisons are analogous to stochastic comparisons in Belzunce et al. (2001) for two nonhomogeneous Poisson or pure-birth processes with different intensity functions. Moreover, we study both univariate and multivariate ageing properties of the epoch and inter-epoch times of the generalized Polya process.