Distributions with known initial hazard rate functions (Q1300919)

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Distributions with known initial hazard rate functions
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    Distributions with known initial hazard rate functions (English)
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    11 January 2000
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    The purpose of this paper is to study the distributional properties of a non-negative random vector \({\mathbf X}= (X_1,X_2)\), based only on initial hazard rate functions. Section 2 investigates stochastic orderings for random vectors that have the same initial hazard rate function. Section 3 gives stochastic bounds on random vectors whose initial hazard rate functions are known. Examples and a counterexample illustrate the proposed approach. Section 4 includes comments about extending the obtained results to \(n\)-dimensional vectors \((n\geq 3)\). These results have various applications in the theory of competing risks.
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    stochastic orders
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    Frechet classes
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    dynamic conditional marginals
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    initial hazard rate functions
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    competing risks
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