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Ordering results between two multiple-outlier finite \(\delta\)-mixtures. (English) Zbl 07898567

For \(i=1,\ldots,n\), let \(\overline{G}(\cdot;\gamma_i)\) denote a survival function depending on a parameter \(\gamma_i\). Given positive mixing proportions \(r_1,\ldots,r_n\) with \(r_1+\cdots+r_n=1\), and \(\delta\in\mathbb{R}\), the survival function of the corresponding \(\delta\)-mixture model is defined by \[ \overline{G}_\delta(t)=\begin{cases} \left(\sum_{i=1}^nr_i\overline{G}^\delta(t;\gamma_i)\right)^{1/\delta} & \text{if }\delta\not=0\,,\\ \prod_{i=1}^n\overline{G}^{r_i}(t;\gamma_i) & \text{if }\delta=0\,. \end{cases} \] The authors consider the special case in which there is \(n_1<n\) such that \(\gamma_i=\gamma\) for \(i\leq n_1\) and \(\gamma_i=\gamma^\prime\) for \(i>n_1\). They establish various stochastic ordering results for the comparison of two such models, using the usual stochastic order and the reversed hazard rate order. Several examples are used to illustrate these results.

MSC:

60E15 Inequalities; stochastic orderings
90B25 Reliability, availability, maintenance, inspection in operations research
Full Text: DOI

References:

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