A multivariate IFR notion based on the multivariate dispersive ordering

José Pablo Arias‐Nicolás, Félix Belzunce, Olga Núñez‐Barrera and Alfonso Suárez‐Llorens

Applied Stochastic Models in Business and Industry, 2009, vol. 25, issue 3, 339-358

Abstract: In this paper we present a definition of multivariate increasing failure rate based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of increasing failure rate distributions under dispersive ordering of the residual lives. We study this definition in the Clayton–Oakes model and the family of generalized order statistics. Copyright © 2009 John Wiley & Sons, Ltd.

Date: 2009
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https://doi.org/10.1002/asmb.760

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:25:y:2009:i:3:p:339-358

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