Multivariate hazard rate orders (Q1867200)
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scientific article; zbMATH DE number 1891224
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| English | Multivariate hazard rate orders |
scientific article; zbMATH DE number 1891224 |
Statements
Multivariate hazard rate orders (English)
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2 April 2003
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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.
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likelihood ratio order
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stochastic orders
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upper orthant order
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total positivity
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hazard gradient
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preservation properties
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mixtures
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multivariate Pareto distributions
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Marshall-Olkin distribution
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Farlie-Gumbel-Morgenstern distribution
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Multivariate mean residual life functions
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Accelerated life testing
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Random environments
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k-out-of-n
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systems
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Shock models
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Claim models
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Scaled lifetimes
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0.9157089
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0.90798676
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0.89503026
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0.8840919
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0.8833797
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0.8757556
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