Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications

Xiaohu Li and Gaofeng Da

Journal of Multivariate Analysis, 2010, vol. 101, issue 4, 1016-1025

Abstract: This paper studies the multivariate mixed proportional reversed hazard rate model having dependent mixing variables. Stochastic comparison as well as aging properties in this model are investigated, and stochastic monotone properties of the population vector with respect to the mixing vector are also discussed. Moreover, MTP2 dependence among the mixing vectors is proved to imply the increasingness of the reversed hazard rate with respect to the baseline one. Finally, some interesting applications are presented as well.

Keywords: Laplace; transform; order; LCSD; MTP2; Multivariate; reversed; hazard; rate; RCSI; Stochastic; order; Upper; (lower); orthant; order (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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