Multivariate hazard rate orders
Two multivariate hazard rate stochastic orders are introduced and studied. Their meaning, properties, and relationship to other common stochastic orders are examined and investigated. Some examples that illustrate the theory are detailed. Finally, some applications of the new orders in reliability theory and in actuarial science are described.
Year of publication: |
2003
|
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Authors: | Hu, Taizhong ; Khaledi, Baha-Eldin ; Shaked, Moshe |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 84.2003, 1, p. 173-189
|
Publisher: |
Elsevier |
Keywords: | Likelihood ratio order Stochastic order Upper orthant order Total positivity Hazard gradient Preservation properties Mixtures Multivariate Pareto distribution Multivariate Marshall-Olkin distribution Farlie-Gumbel-Morgenstern distribution Multivariate mean residual life functions Accelerated life testing Random environments k-out-of-n systems Shock models Claim models Scaled lifetimes |
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