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On stochastic comparisons of finite α-mixture models

Author

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  • Barmalzan, Ghobad
  • Kosari, Sajad
  • Zhang, Yiying

Abstract

This paper studies stochastic comparisons on the finite α-mixture models proposed in Asadi et al. (2019). Sufficient conditions on the underlying distribution parameters and the mixing probabilities are established for the comparisons of different α-mixtures of survival or distribution functions with respect to the usual stochastic order and the (reversed) hazard rate order, respectively. Several examples are also presented to illustrate the theoretical findings.

Suggested Citation

  • Barmalzan, Ghobad & Kosari, Sajad & Zhang, Yiying, 2021. "On stochastic comparisons of finite α-mixture models," Statistics & Probability Letters, Elsevier, vol. 173(C).
    • Handle: RePEc:eee:stapro:v:173:y:2021:i:c:s0167715221000456
    DOI: 10.1016/j.spl.2021.109083
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    References listed on IDEAS

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    1. Nil Kamal Hazra & Maxim Finkelstein, 2018. "On stochastic comparisons of finite mixtures for some semiparametric families of distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 988-1006, December.
    2. Bartoszewicz, J., 1987. "A note on dispersive ordering defined by hazard functions," Statistics & Probability Letters, Elsevier, vol. 6(1), pages 13-16, September.
    3. Jorge Navarro, 2016. "Stochastic comparisons of generalized mixtures and coherent systems," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 150-169, March.
    4. Maxim Finkelstein, 2008. "Failure Rate Modelling for Reliability and Risk," Springer Series in Reliability Engineering, Springer, number 978-1-84800-986-8, February.
    5. Cha, Ji Hwan & Finkelstein, Maxim, 2013. "The failure rate dynamics in heterogeneous populations," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 120-128.
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