The NWU ageing property of the gamma-gamma distribution

Abstract

Baricz et al. [BPV2011] posed the question of whether the K-distribution (or gamma-gamma distribution) satisfies the ageing property known as the new is better than used (NBU) property. In this paper we address this question by establishing that, under certain parameter conditions, the gamma-gamma distribution satisfies the new is worse than used (NWU) property rather than the NBU property. For the remaining parameter ranges, we show that the gamma-gamma distribution is neither NBU nor NWU. The proofs rely on tools from the theory of stochastic orders of random variables. Moreover, by exploiting the fact that the random variable that follows the K-distribution is actually the product of two independent gamma random variables, we obtain alternative proofs of our results. Similarly, by exploiting the fact that the random variable that follows the beta-prime distribution is actually the quotient of two independent gamma random variables, we establish analogous NBU/NWU properties for this distribution. We also establish sufficient conditions under which the product of two independent positive random variables possesses the NWU and decreasing failure rate (DFR) properties. On the other hand, we show that the survival function of the K-distribution is hyperbolically completely monotone by representing it as the Laplace transform of a random variable belonging to the class of generalized gamma convolutions. As a consequence, we establish some monotonicity properties of the Mills ratio and hazard rate function of the K-distribution. These results provide further insight into the ageing and monotonicity properties of the gamma-gamma distribution. In addition, we derive a new integral representation and two new series representations, as well as bounds, for the survival function of the K-distribution.

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Cite

BibTeX RIS

BibTeX

@misc{baricz2026ageing,
  title = {{The NWU ageing property of the gamma-gamma distribution}},
  author = {Árpád Baricz and Dhivya Prabhu K. and Snehalata Sahoo and Sanjeev Singh},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.37725},
  eprint = {2610.37725},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.37725},
}

RIS

TY  - UNPB
TI  - The NWU ageing property of the gamma-gamma distribution
AU  - Árpád Baricz
AU  - Dhivya Prabhu K.
AU  - Snehalata Sahoo
AU  - Sanjeev Singh
PY  - 2026
DA  - 2026/10/27
PB  - arXiv
DO  - 10.48550/arxiv.2610.37725
UR  - https://arxiv.org/abs/2610.37725
AB  - Baricz et al. [BPV2011] posed the question of whether the K-distribution (or gamma-gamma distribution) satisfies the ageing property known as the new is better than used (NBU) property. In this paper we address this question by establishing that, under certain parameter conditions, the gamma-gamma distribution satisfies the new is worse than used (NWU) property rather than the NBU property. For the remaining parameter ranges, we show that the gamma-gamma distribution is neither NBU nor NWU. The proofs rely on tools from the theory of stochastic orders of random variables. Moreover, by exploiting the fact that the random variable that follows the K-distribution is actually the product of two independent gamma random variables, we obtain alternative proofs of our results. Similarly, by exploiting the fact that the random variable that follows the beta-prime distribution is actually the quotient of two independent gamma random variables, we establish analogous NBU/NWU properties for this distribution. We also establish sufficient conditions under which the product of two independent positive random variables possesses the NWU and decreasing failure rate (DFR) properties. On the other hand, we show that the survival function of the K-distribution is hyperbolically completely monotone by representing it as the Laplace transform of a random variable belonging to the class of generalized gamma convolutions. As a consequence, we establish some monotonicity properties of the Mills ratio and hazard rate function of the K-distribution. These results provide further insight into the ageing and monotonicity properties of the gamma-gamma distribution. In addition, we derive a new integral representation and two new series representations, as well as bounds, for the survival function of the K-distribution.
ER  -

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