Stochastic comparisons of multivariate mixtures
| Autor: | Moshe Shaked, Baha-Eldin Khaledi |
|---|---|
| Rok vydání: | 2010 |
| Předmět: |
Statistics and Probability
Numerical Analysis Multivariate statistics Multivariate analysis Distortion function Multivariate normal distribution Reliability theory Stochastic ordering Stochastic orders Normal-Wishart distribution Accelerated life testing procedures Multivariate analysis of variance Statistics Statistics::Methodology Frailty models Multivariate t-distribution Statistics Probability and Uncertainty Random mappings Multivariate stable distribution Mathematics |
| Zdroj: | Journal of Multivariate Analysis. 101:2486-2498 |
| ISSN: | 0047-259X |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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