TY - JOUR
T1 - Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications
AU - Li, Xiaohu
AU - Da, Gaofeng
PY - 2010/4
Y1 - 2010/4
N2 - This paper studies the multivariate mixed proportional reversed hazard rate model having dependent mixing variables. Stochastic comparison as well as aging properties in this model are investigated, and stochastic monotone properties of the population vector with respect to the mixing vector are also discussed. Moreover, MTP2 dependence among the mixing vectors is proved to imply the increasingness of the reversed hazard rate with respect to the baseline one. Finally, some interesting applications are presented as well.
AB - This paper studies the multivariate mixed proportional reversed hazard rate model having dependent mixing variables. Stochastic comparison as well as aging properties in this model are investigated, and stochastic monotone properties of the population vector with respect to the mixing vector are also discussed. Moreover, MTP2 dependence among the mixing vectors is proved to imply the increasingness of the reversed hazard rate with respect to the baseline one. Finally, some interesting applications are presented as well.
KW - LCSD
KW - Laplace transform order
KW - MTP
KW - Multivariate reversed hazard rate
KW - RCSI
KW - Stochastic order
KW - Upper (lower) orthant order
UR - http://www.scopus.com/inward/record.url?scp=74449087363&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=74449087363&partnerID=8YFLogxK
U2 - 10.1016/j.jmva.2009.09.015
DO - 10.1016/j.jmva.2009.09.015
M3 - Article
AN - SCOPUS:74449087363
SN - 0047-259X
VL - 101
SP - 1016
EP - 1025
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
IS - 4
ER -