New Aging Properties of the Clayton-Oakes Model Based on Multivariate Dispersion

摘要：

In this work we present a recent definition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of IFR distributions under dispersive ordering of the residual lives. We apply this definition to the Clayton-Oakes model. In particular, we provide several conditions to order in the multivariate dispersion sense the residual lives of random vectors with a dependence structure given by the Clayton-Oakes survival copula. We illustrate our results with a graphical method.

关键词： IFR distributions multivariate increasing failure rate multivariate dispersion survival copula truncation Clayton-Oakes model

作者: Jose Pablo Arias -Nicolas Julio Mulero Olga Nunez -Barrera Alfonso Suarez -Llorens

作者单位: Departamento de Matematicas Universidad de Extremadura (Spain) Departamento de Estadfstica e I.O. Universidad de Alicante (Spain) Departamento de Estadfstica e I.O. Universidad de Cadiz (Spain)

会议类型: 国际会议

会议名称: The 7th Inyernational Conference on Mathematical Methods in Reliability:Theory,Methods,Applications(第七届国际可靠性数学、理论、方法与应用会议 MMR2011)

会议地点: 北京

会议语种:英文

页码: 1008-1010

在线出版日期: 2011-06-20（万方平台首次上网日期，不代表论文的发表时间）