On the structure of a family of probability generating functions induced by shock models

Abstract

We explore conditions for a class of functions defined via an integral representation to be a probability generating function of some positive integer valued random variable. Interest in and research on this question is motivated by an apparently surprising connection between a family of classic shock models due to Esary et. al. (1973) and the negatively aging nonparametric notion of “strongly decreasing failure rate” (SDFR) introduced by Bhattacharjee (2005). A counterexample shows that there exist probability generating functions with our integral representation which are not discrete SDFR, but when used as shock resistance probabilities can give rise to a SDFR survival distribution in continuous time.