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Stochastic comparisons for time transformed exponential models |
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| Authors: | Julio Mulero Rosario Rodríguez-Griñolo |
| Institution: | a Dpto. de Estadística e Investigación Operativa, Universidad de Alicante, Apartado de correos 99, 03080, Alicante, Spain b Dipartimento di Matematica, Politecnico di Torino, C.so Duca degli Abruzzi, 24, I-10129 Torino, Italy c Dpto. de Economía, Métodos Cuantitativos e Historia Económica, Universidad Pablo de Olavide, 41013 Ctra. Utrera km. 1, Sevilla, Spain |
| Abstract: | Different sufficient conditions for stochastic comparisons between random vectors have been described in the literature. In particular, conditions for the comparison of random vectors having the same copula, i.e., the same dependence structure, may be found in Müller and Scarsini (2001). Here we provide conditions for the comparison, in the usual stochastic order sense and in other weaker stochastic orders, of two time transformed exponential bivariate lifetimes having different copulas. Some examples of applications are provided too. |
| Keywords: | 60E15 60K10 |
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