Title : ( Glaser’s function and stochastic orders for mixture distributions )
Authors: Jalil Jarrahiferiz , Gholam Reza Mohtashami Borzadaran , Abdolhamid Rezaei Roknabadi ,Access to full-text not allowed by authors
Abstract
Purpose – The purpose of this paper is to study likelihood ratio order for mixture and its components via their Glaser’s functions for weighted distributions. So, some theoretical examples using exponential family and their mixtures are presented. Design/methodology/approach – First, Glaser’s functions of mixture and its components for weighted distributions in different scenarios are computed. Then by them the likelihood ratio order is investigated between mixture and its components. Findings – The authors find conditions for weight functions under which the mixture random variable is between of its components in likelihood ratio order. Originality/value – Results are obtained for weight function in general. It is well known that the some special weights are order statistics, up and down records, hazard rate, reversed hazard rate, moment generating function, etc. So, the results are valid for all of them.
Keywords
, Likelihood ratio order, Weighted distributions, Log-concave, Log-convex, Stochastic order, Hazard rate order, Reversed hazard rate order@article{paperid:1059571,
author = {Jalil Jarrahiferiz and Mohtashami Borzadaran, Gholam Reza and Rezaei Roknabadi, Abdolhamid},
title = {Glaser’s function and stochastic orders for mixture distributions},
journal = {International Journal of Quality and Reliability Management},
year = {2016},
volume = {33},
number = {8},
month = {August},
issn = {0265-671x},
pages = {1230--1238},
numpages = {8},
keywords = {Likelihood ratio order; Weighted distributions; Log-concave; Log-convex;
Stochastic order; Hazard rate order; Reversed hazard rate order},
}
%0 Journal Article
%T Glaser’s function and stochastic orders for mixture distributions
%A Jalil Jarrahiferiz
%A Mohtashami Borzadaran, Gholam Reza
%A Rezaei Roknabadi, Abdolhamid
%J International Journal of Quality and Reliability Management
%@ 0265-671x
%D 2016