A New Stochastic Order of Multivariate Distributions: Application in the Study of Reliability of Bridges Affected by Earthquakes

Luigi-Ionut Catana and Vasile Preda ()
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Luigi-Ionut Catana: S.C. Synergetix Educational S.R.L., No. 51, Dogăriei Street, 1st Floor, 800225 Galati, Romania
Vasile Preda: Gheorghe Mihoc-Caius Iacob Institute of Mathematical Statistics and Applied Mathematics, Romanian Academy, 050711 Bucharest, Romania

Mathematics, 2022, vol. 11, issue 1, 1-14

Abstract: In this article, we introduce and study a new stochastic order of multivariate distributions, namely, the conditional likelihood ratio order. The proposed order and other stochastic orders are analyzed in the case of a bivariate exponential distributions family. The theoretical results obtained are applied for studying the reliability of bridges affected by earthquakes. The conditional likelihood ratio order involves the multivariate stochastic ordering; it resembles the likelihood ratio order in the univariate case but is much easier to verify than the likelihood ratio order in the multivariate case. Additionally, the likelihood ratio order in the multivariate case implies this ordering. However, the conditional likelihood ratio order does not imply the weak hard rate order, and it is not an order relation on the multivariate distributions set. The new conditional likelihood ratio order, together with the likelihood ratio order and the weak hazard rate order, were studied in the case of the bivariate Marshall–Olkin exponential distributions family, which has a lack of memory type property. At the end of the paper, we also presented an application of the analyzed orderings for this bivariate distributions family to the study of the effects of earthquakes on bridges.

Keywords: stochastic order; multivariate distribution; reliability; exponential distribution; earthquake (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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