Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications

Xiaohu Li, Gaofeng Da

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)1016-1025
Number of pages10
JournalJournal of Multivariate Analysis
Volume101
Issue number4
DOIs
StatePublished - Apr 2010

Keywords

  • LCSD
  • Laplace transform order
  • MTP
  • Multivariate reversed hazard rate
  • RCSI
  • Stochastic order
  • Upper (lower) orthant order

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