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On reversed hazard rate in general mixture models

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  • Li, Xiaohu
  • Da, Gaofeng
  • Zhao, Peng

Abstract

This paper deals with the reversed hazard rate of general mixture models. Dependence and monotone properties of the reversed hazard rate are studied. Some lower bounds of the expected inactivity time of the overall population are presented with an application. Finally, preservation of DRHR under general mixture is discussed as well.

Suggested Citation

  • Li, Xiaohu & Da, Gaofeng & Zhao, Peng, 2010. "On reversed hazard rate in general mixture models," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 654-661, April.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:7-8:p:654-661
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    References listed on IDEAS

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    1. Eeckhoudt, Louis & Gollier, Christian, 1995. "Demand for Risky Assets and the Monotone Probability Ratio Order," Journal of Risk and Uncertainty, Springer, vol. 11(2), pages 113-122, September.
    2. Kenneth Weiss, 1990. "The Biodemography of Variation in Human Frailty," Demography, Springer;Population Association of America (PAA), vol. 27(2), pages 185-206, May.
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    Cited by:

    1. Hamed Ahmadzade & Rong Gao, 2018. "Reversed hazard function of uncertain lifetime," Fuzzy Optimization and Decision Making, Springer, vol. 17(4), pages 387-400, December.
    2. Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S., 2018. "Optimal hazard models based on partial information," European Journal of Operational Research, Elsevier, vol. 270(2), pages 723-733.
    3. Mervat Mahdy, 2014. "Further results involving percentile inactivity time order and its inference," METRON, Springer;Sapienza Università di Roma, vol. 72(3), pages 269-282, October.
    4. Li, Chen & Li, Xiaohu, 2016. "Sufficient conditions for ordering aggregate heterogeneous random claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 406-413.
    5. Li, Chen & Li, Xiaohu, 2019. "Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 104-111.
    6. Suzan Kodrazi & Daniel Heler, 2015. "EU Facilitated Belgrade - Pristina Talks: Analysis of the Impact of Domestic Actors on the Process of Dialogue," Současná Evropa, Prague University of Economics and Business, vol. 2015(2), pages 24-52.
    7. Markos V. Koutras & Ioannis S. Triantafyllou & Serkan Eryilmaz, 2016. "Stochastic Comparisons Between Lifetimes of Reliability Systems with Exchangeable Components," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1081-1095, December.

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