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A multivariate IFR notion based on the multivariate dispersive ordering
Author(s) -
AriasNicolás José Pablo,
Belzunce Félix,
NúñezBarrera Olga,
SuárezLlorens Alfonso
Publication year - 2009
Publication title -
applied stochastic models in business and industry
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 40
eISSN - 1526-4025
pISSN - 1524-1904
DOI - 10.1002/asmb.760
Subject(s) - multivariate statistics , univariate , multivariate analysis , econometrics , mathematics , residual , extension (predicate logic) , statistics , dispersion (optics) , computer science , algorithm , physics , optics , programming language
Abstract In this paper we present a definition of multivariate increasing failure rate based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of increasing failure rate distributions under dispersive ordering of the residual lives. We study this definition in the Clayton–Oakes model and the family of generalized order statistics. Copyright © 2009 John Wiley & Sons, Ltd.