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A multivariate IFR notion based on the multivariate dispersive ordering |
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| Authors: | José Pablo Arias‐Nicolás Félix Belzunce Olga Núñez‐Barrera Alfonso Suárez‐Llorens |
| Institution: | 1. Departamento de Matemáticas, Universidad de Extremadura, Spain;2. Departamento de Estadística e I.O., Universidad de Murcia, Spain;3. Departamento de Estadística e I.O., Universidad de Cádiz, Spain |
| Abstract: | In this paper we present a definition of multivariate increasing failure rate based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of increasing failure rate distributions under dispersive ordering of the residual lives. We study this definition in the Clayton–Oakes model and the family of generalized order statistics. Copyright © 2009 John Wiley & Sons, Ltd. |
| Keywords: | IFR distributions multivariate increasing failure rate multivariate dispersion survival copula truncation Clayton– Oakes model generalized order statistics |