Multivariate hazard rates and stochastic ordering
Properties of the conditional hazard rates of X1, · ··, Xn and Y1, · ··, Yn, which imply (X1, · ··, Xn) (Y1, · ··, Yn), are found. These are used to find conditions on the hazard rates of T = (T1, · ··, Tn) which ensure that T has the MIHR | property of Arjas (1981a) and the ‘weakened by failure’ property of Arjas and Norros (1984). Applications for load-sharing model and multivariate imperfect repair are given.
1987 ◽
Vol 19
(01)
◽
pp. 123-137
◽
1988 ◽
Vol 25
(01)
◽
pp. 150-168
◽
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