Stochastic orders and shape properties for a new distorted proportional odds model

Idir Arab (), Milto Hadjikyriakou () and Paulo Eduardo Oliveira ()
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Idir Arab: University of Coimbra
Milto Hadjikyriakou: University of Central Lancashire
Paulo Eduardo Oliveira: University of Coimbra

Statistical Papers, 2025, vol. 66, issue 5, No 6, 22 pages

Abstract: Abstract Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying baseline distribution. The first model offers enhanced control over odds and log-odds functions, facilitating adjustments to skewness, tail behaviour, and hazard rates. The second model, broadening flexibility on the shape of odds functions, describes these as quantile distortions. This approach leads to an enlarged log-logistic family capable of capturing these quantile transformations and diverse hazard behaviours, including non-monotonic and bathtub-shaped rates. Central to our study are the shape relations described through stochastic orders; we establish conditions that ensure stochastic ordering both within each family and across models under various ordering concepts, such as hazard rate, likelihood ratio, and convex transform orders.

Keywords: Stochastic order; Odds ratio; Log-logistic; Distortion; 60E15; 60E05; 62E10 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s00362-025-01730-w

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