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Multivariate stochastic comparisons of multivariate mixture models and their applications

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  • Balakrishnan, Narayanaswamy
  • Barmalzan, Ghobad
  • Haidari, Abedin

Abstract

In this paper, we obtain some conditions to compare multivariate mixture models with respect to some well-known multivariate stochastic orders. We also utilize the established results in reliability theory to compare the vectors of residual life-lengths of live components of (n−k+1)-out-of-n systems in both one sample and two samples situations.

Suggested Citation

  • Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin, 2016. "Multivariate stochastic comparisons of multivariate mixture models and their applications," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 37-43.
    • Handle: RePEc:eee:jmvana:v:145:y:2016:i:c:p:37-43
    DOI: 10.1016/j.jmva.2015.11.013
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    References listed on IDEAS

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    1. Gerardi, Anna & Spizzichino, Fabio & Torti, Barbara, 2000. "Exchangeable mixture models for lifetimes: the role of "occupation numbers"," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 365-375, October.
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    3. Bairamov, Ismihan & Arnold, Barry C., 2008. "On the residual lifelengths of the remaining components in an n-k+1 out of n system," Statistics & Probability Letters, Elsevier, vol. 78(8), pages 945-952, June.
    4. Khaledi, Baha-Eldin & Shaked, Moshe, 2010. "Stochastic comparisons of multivariate mixtures," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2486-2498, November.
    5. Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio, 2009. "Stochastic comparisons of multivariate mixture models," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1657-1669, September.
    6. Badía, F.G. & Sangüesa, C. & Cha, J.H., 2014. "Stochastic comparison of multivariate conditionally dependent mixtures," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 82-94.
    7. Erhard Cramer & Udo Kamps, 1996. "Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 535-549, September.
    8. Li, Xiaohu & Da, Gaofeng, 2010. "Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 1016-1025, April.
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