Showing 1 - 10 of 104
Persistent link: https://www.econbiz.de/10005756273
The Laplace transform of residual lives order has been recently defined and studied in the literature to compare random lifetimes. Here, we prove that such stochastic order is equivalent to the well-known hazard rate order. As consequences, we get new characterizations of the hazard rate order...
Persistent link: https://www.econbiz.de/10005223034
In this paper we introduce a new multivariate stochastic order that compares random vectors in a direction which is determined by a unit vector, generalizing previous upper and lower orthant order. The main properties of this new order, together with its relationships with other multivariate...
Persistent link: https://www.econbiz.de/10010553488
In this paper, we introduce a new multivariate stochastic order that compares random vectors in a direction which is determined by a unit vector, generalizing the previous upper and lower orthant orders. The main properties of this new order, together with its relationships with other...
Persistent link: https://www.econbiz.de/10010572718
In this paper we first obtain several results which compare mixtures of distributions in the (increasing) convex and concave stochastic orders. We employ these results to derive relatively weak conditions on the intensity functions of a pair of nonhomogeneous Poisson processes (in fact, on the...
Persistent link: https://www.econbiz.de/10005223492
In this note we compare bivariate additive models with respect to their Pearson correlation coefficients, Kendall’s τ concordance coefficients, and Blomqvist β medial correlation coefficients. The conditions that enable the comparisons involve variability stochastic orders such as the...
Persistent link: https://www.econbiz.de/10011039902
One purpose of this paper is to study the relationship of the dilation order ([less-than-or-equals, slant]dil) to two other stochastic orders: the mean residual life order ([less-than-or-equals, slant]mrl) and the increasing convex order ([less-than-or-equals, slant]icx). Regarding these orders,...
Persistent link: https://www.econbiz.de/10005224018
The purpose of this note is to show a new characterization of the IFR and DFR aging notions by means of the dispersive order. Our result extends results of Mailhot (1987) and of Belzunce, Candel and Ruiz (1995). Our method of proof can also be extended to handle comparisons of "past lives", that...
Persistent link: https://www.econbiz.de/10005319641
Earlier researchers have studied some aspects of the classes of distribution functions with decreasing ?-percentile residual life (DPRL(?)), 0 ? 1. The purpose of this paper is to note some further properties of these classes, and to initiate a theory of nonparametric statistical estimation of...
Persistent link: https://www.econbiz.de/10008509906
In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are...
Persistent link: https://www.econbiz.de/10008513118