Multivariate hazard rates and stochastic ordering

1987 ◽  
Vol 19 (1) ◽  
pp. 123-137 ◽  
Author(s):  
Moshe Shaked ◽  
J. George Shanthikumar

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 ◽  
Author(s):  
Moshe Shaked ◽  
J. George Shanthikumar

Properties of the conditional hazard rates of X 1, · ··, Xn and Y 1, · ··, Yn, which imply (X 1, · ··, Xn ) (Y 1, · ··, Yn ), are found. These are used to find conditions on the hazard rates of T = (T 1, · ··, 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.


1988 ◽  
Vol 25 (01) ◽  
pp. 150-168 ◽  
Author(s):  
Moshe Shaked ◽  
J. George Shanthikumar

If T = (T 1, · ··, Tn ) is a vector of random lifetimes then its distribution can be determined by a set λof multivariate conditional hazard rates. In this paper, sufficient conditions on λare found which imply that T is Block–Savits MIFRA (multivariate increasing failure rate average) or Savits MIFR (multivariate increasing failure rate). Applications for a multivariate reliability model of Ross and for load-sharing models are given. The relationship between Shaked and Shanthikumar model of multivariate imperfect repair and the MIFRA property is also discussed.


1988 ◽  
Vol 25 (1) ◽  
pp. 150-168 ◽  
Author(s):  
Moshe Shaked ◽  
J. George Shanthikumar

If T = (T1, · ··, Tn) is a vector of random lifetimes then its distribution can be determined by a set λof multivariate conditional hazard rates. In this paper, sufficient conditions on λare found which imply that T is Block–Savits MIFRA (multivariate increasing failure rate average) or Savits MIFR (multivariate increasing failure rate). Applications for a multivariate reliability model of Ross and for load-sharing models are given. The relationship between Shaked and Shanthikumar model of multivariate imperfect repair and the MIFRA property is also discussed.


2021 ◽  
Vol 53 (1) ◽  
pp. 107-132
Author(s):  
Tomasz Rychlik ◽  
Fabio Spizzichino

AbstractWe study the distributions of component and system lifetimes under the time-homogeneous load-sharing model, where the multivariate conditional hazard rates of working components depend only on the set of failed components, and not on their failure moments or the time elapsed from the start of system operation. Then we analyze its time-heterogeneous extension, in which the distributions of consecutive failure times, single component lifetimes, and system lifetimes coincide with mixtures of distributions of generalized order statistics. Finally we focus on some specific forms of the time-nonhomogeneous load-sharing model.


Entropy ◽  
2021 ◽  
Vol 23 (9) ◽  
pp. 1201
Author(s):  
Mohamed Kayid

In contrast to many survival models such as proportional hazard rates and proportional mean residual lives, the proportional vitalities model has also been introduced in the literature. In this paper, further stochastic ordering properties of a dynamic version of the model with a random vitality growth parameter are investigated. Examples are presented to illustrate different established properties of the model. Potentials for inference about the parameters in proportional vitalities model with possibly time-varying effects are also argued and discussed.


Author(s):  
Juliana Emery Silva ◽  
Brenno Tavares Duarte ◽  
Rodrigo Ribeiro Pinho Rodarte ◽  
Paulo Pedro Kenedi
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