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On the unimodality of the likelihood ratio with applications

Author

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  • Félix Belzunce

    (Universidad de Murcia)

  • Carolina Martínez-Riquelme

    (Universidad de Murcia)

Abstract

Along this paper, we study the relationship between the unimodality of the likelihood ratio and the behaviour of the ratio of two survival functions. The results provide sufficient conditions for both the hazard rated order when the likelihood ratio order does not hold and the mean residual life order when the hazard rate order does not hold. Examples where these results can be applied are also given.

Suggested Citation

  • Félix Belzunce & Carolina Martínez-Riquelme, 2019. "On the unimodality of the likelihood ratio with applications," Statistical Papers, Springer, vol. 60(1), pages 223-237, February.
  • Handle: RePEc:spr:stpapr:v:60:y:2019:i:1:d:10.1007_s00362-016-0834-z
    DOI: 10.1007/s00362-016-0834-z
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    References listed on IDEAS

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    1. Peng Zhao & Xiaohu Li, 2014. "Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2260-2273, May.
    2. Wang, Bing & Wang, Min, 2011. "Stochastic ordering of folded normal random variables," Statistics & Probability Letters, Elsevier, vol. 81(4), pages 524-528, April.
    3. Belzunce, Félix & Martínez-Riquelme, Carolina & Ruiz, José M., 2013. "On sufficient conditions for mean residual life and related orders," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 199-210.
    4. V. Nekoukhou & M. Alamatsaz, 2012. "A family of skew-symmetric-Laplace distributions," Statistical Papers, Springer, vol. 53(3), pages 685-696, August.
    5. M. Kayid, 2011. "Preservation properties of the moment generating function ordering of residual lives," Statistical Papers, Springer, vol. 52(3), pages 523-529, August.
    6. Zhang, Jiajia & Peng, Yingwei, 2009. "Crossing hazard functions in common survival models," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2124-2130, October.
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    Cited by:

    1. Félix Belzunce & Carolina Martínez-Riquelme & Magdalena Pereda, 2022. "Sufficient Conditions for Some Stochastic Orders of Discrete Random Variables with Applications in Reliability," Mathematics, MDPI, vol. 10(1), pages 1-15, January.

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