Multivariate hazard rate orders (Q1867200): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate hazard rate orders |
scientific article |
Statements
Multivariate hazard rate orders (English)
0 references
2 April 2003
0 references
A weak and a strong notion of multivariate hazard rate orders are introduced and studied. Relationships of the new orders to other common stochastic orders are described. Useful preservation properties of these orders are proven and a sample of examples which illustrate the theory is given. Some applications of the new orders in reliability theory and in actuarial science are described.
0 references
likelihood ratio order
0 references
stochastic orders
0 references
upper orthant order
0 references
total positivity
0 references
hazard gradient
0 references
preservation properties
0 references
mixtures
0 references
multivariate Pareto distributions
0 references
Marshall-Olkin distribution
0 references
Farlie-Gumbel-Morgenstern distribution
0 references
Multivariate mean residual life functions
0 references
Accelerated life testing
0 references
Random environments
0 references
k-out-of-n
0 references
systems
0 references
Shock models
0 references
Claim models
0 references
Scaled lifetimes
0 references
