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Multivariate hazard rates and stochastic ordering

Published online by Cambridge University Press:  01 July 2016

Moshe Shaked  and
J. George Shanthikumar
Moshe Shaked*
Affiliation:
University of Arizona
J. George Shanthikumar*
Affiliation:
University of California, Berkeley
*
∗ Postal address: Department of Mathematics, The University of Arizona, Tucson, AZ 85721, USA.
∗∗ Postal address: School of Business Administration, University of California, Berkeley, CA 94720, USA.
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Abstract

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.

Keywords

ASSOCIATED RANDOM VARIABLESIMPERFECT REPAIRIHRIHRANBU

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 19 , Issue 1 , March 1987 , pp. 123 - 137
Copyright
Copyright © Applied Probability Trust 1987 

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Footnotes

Supported by the Air Force Office of Scientific Research, USAF, under Grant AFOSR-84-0205. Reproduction in whole or in part is permitted for any purpose of the United States government.

References

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