Stochastic orders of the Marshall–Olkin extended distribution

A general method of introducing a parameter, called tilt parameter, has been discussed by Marshall and Olkin (1997) to give more flexibility in modelling. In this paper, we take the tilt parameter of the Marshall–Olkin extended family as a random variable. The closure of this model under different stochastic orders viz. ageing intensity order, likelihood ratio order, shifted likelihood ratio orders and shifted hazard rate orders is discussed.

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Year of publication:	2012
Authors:	Nanda, Asok K. ; Das, Suchismita
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 295-302
Publisher:	Elsevier
Subject:	Ageing classes \| ageing intensity function \| Marshall–Olkin extended distribution \| Stochastic orders

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010576159