Title of article :
Stochastic comparisons of multivariate mixtures
Author/Authors :
Khaledi، نويسنده , , Baha-Eldin and Shaked، نويسنده , , Moshe، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2010
Abstract :
In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and multivariate likelihood ratio stochastic orderings among multivariate random mapping (mixture) distributions. The new results streamline and simplify the proofs of some partial results that have recently appeared in the literature. Some applications in reliability theory and risk management are described.
Keywords :
Stochastic orders , Random mappings , Accelerated life testing procedures , Reliability theory , Distortion function , Frailty Models
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis