  It is known that all the proportional reversed hazard (PRH) processes can be
de?rived by a marginal transformation applied to a power function distribution
(PFD) process. Kundu [8] investigated PRH processes that can be viewed as being
ob?tained by marginal transformations applied to a particular PFD process that
will be described and investigated and will be called a Kundu process. In the
present note, in addition to studying the Kundu process, we introduce a new PFD
process having Markovian and stationarity properties. We discuss distributional
features of such processes, explore inferential aspects and include an example
of applications of the PFD processes to real-life data.
