4 research outputs found
Negative aging and stochastic comparisons of residual lifetimes in multivariate frailty models
No full textDepartamento de Economía, Métodos Cuantitativos e Hª Económica, Área de Estadísitca e I.O. Universidad Pablo de OlavideDepartamento de Matemáticas, Politecnico de Turí
Some Stochastic Properties of Conditionally Dependent Frailty Models
No full textThe frailty approach is commonly used in reliability theory and survival analysis to model the dependence between lifetimes of individuals or components subject to common risk factors; according to this model the frailty (an unobservable random vector that describes environmental conditions) acts simultaneously on the hazard functions of the lifetimes. Some interesting conditions for stochastic comparisons between random vectors defined in accordance with these models have been described in the literature; in particular, comparisons between frailty models have been studied by assuming independence for the baseline survival functions and the corresponding environmental parameters. In this paper, a generalization of these models is developed, which assumes conditional dependence between the components of the random vector, and some conditions for stochastic comparisons are provided. Some examples of frailty models satisfying these conditions are also describe
Stochastic comparisons for time transformed exponential models
No full textDifferent sufficient conditions for stochastic comparisons between random vectors have been described in
the literature. In particular, conditions for the comparison of random vectors having the same copula, i.e.,
the same dependence structure, may be found in Müller and Scarsini (2001). Here we provide conditions
for the comparison, in the usual stochastic order sense and in other weaker stochastic orders, of two time
transformed exponential bivariate lifetimes having different copulas. Some examples of applications are
provided too
A characterization of the multivariate excess wealth ordering
No full textIn this paper, some new properties of the upper-corrected orthant of a random vector are proved. The univariate right-spread or excess wealth function, introduced by Fernández-Ponce et al. (1996), is extended to multivariate random vectors, and some properties of this multivariate function are studied. Later, this function was used to define the excess wealth ordering by Shaked and Shanthikumar (1998) and Fernández-Ponce et al. (1998). The multivariate excess wealth function enable us to define a new stochastic comparison which is weaker than the multivariate dispersion orderings. Also, some properties relating the multivariate excess wealth order with stochastic dependence are describe
