Stochastic comparisons of multivariate mixtures

Baha-Eldin Khaledi and Moshe Shaked

Journal of Multivariate Analysis, 2010, vol. 101, issue 10, 2486-2498

Abstract: In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and multivariate likelihood ratio stochastic orderings among multivariate random mapping (mixture) distributions. The new results streamline and simplify the proofs of some partial results that have recently appeared in the literature. Some applications in reliability theory and risk management are described.

Keywords: Stochastic; orders; Random; mappings; Frailty; models; Accelerated; life; testing; procedures; Reliability; theory; Distortion; function (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (10)

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