On a new multivariate IFR ageing notion based on the standard construction |
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Authors: | A Arriaza F Belzunce J Mulero A Suárez‐Llorens |
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Institution: | 1. Departamento 2. Estadística e Investigación Operativa, Facultad de Ciencias, Universidad de Cádiz, Puerto Real, Cádiz, Spain;3. Departamento Estadística e Investigación Operativa, Facultad de Matemáticas, Universidad de Murcia, Espinardo, Murcia, Spain;4. Departamento Estadística e Investigación Operativa, Facultad de Ciencias, Universidad de Alicante, Alicante, Spain |
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Abstract: | Many criteria of ageing for random variables or vectors have been proposed in the literature over many years. For instance, a random variable is increasing in failure rate (IFR) if, and only if, it can be ordered with an exponentially distributed random variable in the classical univariate convex transform order. A new multivariate generalization of the convex transform order has recently been proposed in the literature. In this work, we propose a new multivariate IFR notion for multivariate distributions based on comparisons in this new order with a properly defined exponentially distributed random vector. Properties, applications, and illustrations of this new notion are given as well. Copyright © 2016 John Wiley & Sons, Ltd. |
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Keywords: | standard construction multivariate distributional transform multivariate convex transform order multivariate IFR distributions |
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