Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables

被引：16

作者：

Li, Chen ^{[1
]}

Li, Xiaohu ^{[2
]}

机构：

[1] Tianjin Univ Commerce, Sch Sci, Tianjin 300134, Peoples R China

[2] Stevens Inst Technol, Dept Math Sci, Hoboken, NJ 07030 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2019年 / 146卷

关键词：

Archimedean copula; Decreasing hazard rate; Proportional hazard rates; Scale model; Weak supermajorization; LOCATION-SCALE FAMILY; STOCHASTIC COMPARISONS; STATISTICS; MODEL; MINIMUM;

D O I：

10.1016/j.spl.2018.11.005

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：

We develop sufficient conditions for the hazard rate order on minimums of sample with Archimedean survival copulas and having proportional hazard rates or scales, and the reversed hazard rate order on maximums of sample with Archimedean copulas and have proportional reversed hazard rates, respectively. Also, we present applications of the hazard rate order on sample minimums in engineering reliability and actuarial risk. (C) 2018 Elsevier B.V. All rights reserved.

引用

页码：104 / 111

页数：8

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