Some stochastic comparison results for frailty and resilience models

被引：0
|
作者：
Panja, Arindam [1 ]
Kundu, Pradip [2 ]
Pradhan, Biswabrata [1 ]
机构：
[1] Indian Stat Inst, SQC & OR Unit, Kolkata, India
[2] XIM Univ, Sch Comp Sci & Engn, Bhubaneswar 752050, India
来源：
STOCHASTIC MODELS | 2024年
关键词：
Continuous mixture; frailty model; resilience model; stochastic ageing; stochastic order;
D O I：
10.1080/15326349.2024.2375203
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Frailty and resilience models provide a way to introduce random effects in hazard and reversed hazard rate modeling by random variables, called frailty and resilience random variables, respectively, to account for unobserved or unexplained heterogeneity among experimental units. This article investigates the effects of frailty and resilience random variables on the baseline random variables using some shifted stochastic orders based on some ageing properties of the baseline random variables. Relevant examples are presented to illustrate the findings, and the applicability of the results is demonstrated with real-world data, highlighting their relevance in practical scenarios.
引用
收藏
页数：22
相关论文
共 50 条
  • [1] A COMPARISON OF THEORETICAL AND EMPIRICAL RESULTS FOR SOME STOCHASTIC POPULATION MODELS
    BARTLETT, MS
    GOWER, JC
    LESLIE, PH
    BIOMETRIKA, 1960, 47 (1-2) : 1 - 11
  • [2] Some stochastic properties of conditionally dependent frailty models
    Fernandez-Ponce, J. M.
    Pellerey, F.
    Rodriguez-Grinolo, M. R.
    STATISTICS, 2016, 50 (03) : 649 - 666
  • [3] Some results on the relative ordering of two frailty models
    Kayid, M.
    Izadkhah, S.
    Zuo, Ming J.
    STATISTICAL PAPERS, 2017, 58 (02) : 287 - 301
  • [4] Some results on the relative ordering of two frailty models
    M. Kayid
    S. Izadkhah
    Ming J. Zuo
    Statistical Papers, 2017, 58 : 287 - 301
  • [5] Stochastic comparisons in frailty models
    Gupta, Ramesh C.
    Kirmani, S. N. U. A.
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2006, 136 (10) : 3647 - 3658
  • [6] Relative ageing in frailty and resilience models
    Neeraj Misra
    Jisha Francis
    Metrika, 2020, 83 : 171 - 196
  • [7] Relative ageing in frailty and resilience models
    Misra, Neeraj
    Francis, Jisha
    METRIKA, 2020, 83 (02) : 171 - 196
  • [8] Stochastic population models: some concepts, definitions and results
    Engen, S
    Saether, BE
    OIKOS, 1998, 83 (02) : 345 - 352
  • [9] Stochastic comparisons of multivariate frailty models
    Misra, Neeraj
    Gupta, Nitin
    Gupta, Rameshwar D.
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 139 (06) : 2084 - 2090
  • [10] Comparison results for stochastic volatility models via coupling
    Hobson, David
    FINANCE AND STOCHASTICS, 2010, 14 (01) : 129 - 152
12345