Stochastic comparisons of multivariate mixtures |
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Authors: | Baha-Eldin Khaledi Moshe Shaked |
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Institution: | aDepartment of Statistics, Razi University, Kermanshah, Iran;bDepartment of Mathematics, University of Arizona, Tucson, AZ 85721, USA |
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Abstract: | In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and multivariate likelihood ratio stochastic orderings among multivariate random mapping (mixture) distributions. The new results streamline and simplify the proofs of some partial results that have recently appeared in the literature. Some applications in reliability theory and risk management are described. |
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Keywords: | AMS subject classifications: 60E15 60K10 62P05 |
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