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Stochastic properties of a weighted frailty model

Author

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  • J. Jarrahiferiz

    (Islamic Azad University)

  • M. Kayid

    (Suez University
    King Saud University)

  • S. Izadkhah

    (Ferdowsi University of Mashhad)

Abstract

This paper is intended to consider a weighted proportional hazards model and the arising mixture model from it which is called weighted frailty model and study some properties in the context of reliability theory. It is shown that the frailty random variable and the population level variable are negatively likelihood ratio dependent. Closure properties of the model with respect to some stochastic orders and some aging classes of life distributions are investigated. Finally, preservation of some stochastic orders under the structure of the model is studied. Various illustrative examples are also given.

Suggested Citation

  • J. Jarrahiferiz & M. Kayid & S. Izadkhah, 2019. "Stochastic properties of a weighted frailty model," Statistical Papers, Springer, vol. 60(1), pages 53-72, February.
    • Handle: RePEc:spr:stpapr:v:60:y:2019:i:1:d:10.1007_s00362-016-0826-z
    DOI: 10.1007/s00362-016-0826-z
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    References listed on IDEAS

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    3. Cha, Ji Hwan & Finkelstein, Maxim, 2014. "Some notes on unobserved parameters (frailties) in reliability modeling," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 99-103.
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    6. Cha, Ji Hwan & Finkelstein, Maxim, 2013. "The failure rate dynamics in heterogeneous populations," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 120-128.
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    Cited by:

    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.

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