Multivariate hazard rate orders

被引：32
|
作者：
Hu, TZ
Khaledi, BE
Shaked, M [1 ]
机构：
[1] Univ Arizona, Dept Math, Tucson, AZ 85721 USA
[2] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China
[3] Razi Univ, Coll Sci, Dept Stat, Kermanshah, Iran
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2003年 / 84卷 / 01期
关键词：
likelihood ratio order; stochastic order; upper orthant order; total positivity; hazard gradient; preservation properties; mixtures; multivariate pareto distribution; multivariate Marshall-Olkin distribution; Farlie-Gumbel-Morgenstern distribution; multivariate mean residual life functions; accelerated life testing; random environments; k-out-of-n systems; shock models; claim models; scaled lifetimes;
D O I：
10.1016/S0047-259X(02)00019-2
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：
Two multivariate hazard rate stochastic orders are introduced and studied. Their meaning, properties, and relationship to other common stochastic orders are examined and investigated. Some examples that illustrate the theory are detailed. Finally, some applications of the new orders in reliability theory and in actuarial science are described. (C) 2003 Elsevier Science (USA). All rights reserved.
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页码：173 / 189
页数：17
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