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On Some Properties of $$\alpha $$ α -Mixtures

Author

Listed:
  • Omid Shojaee

    (University of Isfahan)

  • Majid Asadi

    (University of Isfahan
    School of Mathematics, Institute for Research in Fundamental Sciences (IPM))

  • Maxim Finkelstein

    (University of the Free State)

Abstract

The $$\alpha $$ α -mixtures is a new, flexible family of distributions that includes many mixture models as special cases. This paper is mainly focused on relevant stochastic comparisons and ageing properties of $$\alpha $$ α -mixtures of survival functions. In particular, we prove that ageing properties of $$\alpha $$ α -mixtures for additive and multiplicative hazards models depend on the properties of the baseline failure rate functions and the corresponding conditional moments of mixing distributions. Partial orderings of the finite $$\alpha $$ α -mixtures in the sense of the usual stochastic order and the hazard rate order are discussed. Finally, we extend some results on the shape of the mixture failure rate obtained in the literature for usual mixtures to the case of $$\alpha $$ α -mixtures.

Suggested Citation

  • Omid Shojaee & Majid Asadi & Maxim Finkelstein, 2021. "On Some Properties of $$\alpha $$ α -Mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1213-1240, November.
  • Handle: RePEc:spr:metrik:v:84:y:2021:i:8:d:10.1007_s00184-021-00818-1
    DOI: 10.1007/s00184-021-00818-1
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    References listed on IDEAS

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    1. Francisco Germán Badía & Hyunju Lee, 2020. "On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(3), pages 355-375, April.
    2. Jorge Navarro & Yolanda Águila, 2017. "Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 627-648, November.
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    6. Jorge Navarro & Pedro Hernandez, 2008. "Mean residual life functions of finite mixtures, order statistics and coherent systems," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(3), pages 277-298, April.
    7. Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan, 2017. "On optimal grouping and stochastic comparisons for heterogeneous items," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 146-156.
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    10. Jorge Navarro, 2016. "Stochastic comparisons of generalized mixtures and coherent systems," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 150-169, March.
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    Cited by:

    1. Omid Shojaee & Manoochehr Babanezhad, 2023. "On some stochastic comparisons of arithmetic and geometric mixture models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(5), pages 499-515, July.

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