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Stochastic Comparisons of General Proportional Mean Past Lifetime Frailty Model

Author

Listed:
  • Fatemeh Hooti

    (Ferdowsi University of Mashhad)

  • Jafar Ahmadi

    (Ferdowsi University of Mashhad)

  • N. Balakrishnan

    (McMaster University)

Abstract

In this paper, the general proportional mean past lifetime frailty model is considered, from which the unconditional cumulative distribution and density functions of the lifetime variable are derived. Dependency between the two variables are studied. Stochastic comparisons are made through which it is shown that some well-known stochastic orderings between two frailty variables carry over to the corresponding lifetime variables. The effects of baseline variable and the frailty variable on the proposed frailty model are studied. The relative mean past lifetime ordering is introduced and some relative ordering between two lifetime random variables with different frailty variables are studied. Also a simulation study is given to illustrate some results.

Suggested Citation

  • Fatemeh Hooti & Jafar Ahmadi & N. Balakrishnan, 2022. "Stochastic Comparisons of General Proportional Mean Past Lifetime Frailty Model," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 844-866, August.
    • Handle: RePEc:spr:sankha:v:84:y:2022:i:2:d:10.1007_s13171-020-00222-3
    DOI: 10.1007/s13171-020-00222-3
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    References listed on IDEAS

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