Stochastic comparisons of nonhomogeneous processes

Félix Belzunce, José M. Ruiz and Moshe Shaked

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: The purpose of this paper is to describe various conditions on the parameters of pairs of nonhomogeneous Poisson or birth processes under which the corresponding epoch or inter-epoch times are stochastically ordered in various senses. We derive results involving the usual stochastic order, the multivariate hazard rate order, the multivariate likelihood ratio order, and the multivariate mean residual life order. A sample of applications involving generalized Yule processes, load-sharing models, and minimal repairs in reliability theory, illustrate the usefulness of the new results.

Keywords: Mean; residual; life; order; Yule; process; Load-sharing; Nonstationary; birth; process; Nonstationary; birth; process; Nonhomogeneous; Poisson; process; Nonhomogeneous; birth; process; Hazar; rate; order; Likelihood; ratio; order; Minimal; repair; Dispersive; order (search for similar items in EconPapers)
Date: 2000-02
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:9866

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