Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures

Chen Li and Xiaohu Li

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 2, 874-891

Abstract: This paper further studies monotone aging properties of the multivariate random lifetime. We revise the sufficient condition for the negative monotone aging property in terms of the multivariate usual stochastic order in Theorem 3.3 of Rezapour et al. (2013) and derive the condition sufficient to the multivariate monotone aging properties in terms of the upper orthant order. Also we study the upper orthant order of multivariate residual lifetimes and inactivity times from populations sharing a common Archimedean survival copula and Archimedean survival copula, respectively. Two simple applications in multivariate stress-strength and frailty models are presented as well.

Date: 2017
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DOI: 10.1080/03610926.2015.1006783

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