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

Xiaohu Li; Gaofeng Da

doi:10.1016/j.jmva.2009.09.015

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

Xiaohu Li
, Gaofeng Da

Department of Mathematical Sciences

Lanzhou University

Research output: Contribution to journal › Article › peer-review

19 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 language	English
Pages (from-to)	1016-1025
Number of pages	10
Journal	Journal of Multivariate Analysis
Volume	101
Issue number	4
DOIs	https://doi.org/10.1016/j.jmva.2009.09.015
State	Published - Apr 2010

Keywords

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

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10.1016/j.jmva.2009.09.015

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title = "Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications",

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.",

keywords = "LCSD, Laplace transform order, MTP, Multivariate reversed hazard rate, RCSI, Stochastic order, Upper (lower) orthant order",

author = "Xiaohu Li and Gaofeng Da",

year = "2010",

month = apr,

doi = "10.1016/j.jmva.2009.09.015",

language = "English",

volume = "101",

pages = "1016--1025",

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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 - https://www.scopus.com/pages/publications/74449087363

UR - https://www.scopus.com/pages/publications/74449087363#tab=citedBy

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 -

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

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Keywords

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