Quantile Based Relevation Transform and its Properties

Abstract

Relevation transform introduced by Krakowski (1973) is extensively studied in the literature. In this paper, we present a quantile based definition of the relevation transform and study its properties in the context of lifetime data analysis. We give important special cases of relevation transform in the context of proportional hazards and equilibrium models in terms of quantile function.

Keywords

• Relevation transform
• Quantile function
• Hazard quantile function
• Mean residual quantile function
• Proportional hazard model
• Equilibrium distribution