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Multivariate Liouville distributions, III

Author

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  • Gupta, Rameshwar D.
  • Richards, Donald St. P.

Abstract

We present a panoply of results on partial orderings for the Liouville distributions, including sufficient conditions for two Liouville vectors to be comparable under the stochastic, convex, concave, and Laplace transform orderings. Further, we derive partial orderings for the order statistics and spacings from certain exchangeable Liouville distributions. As applications to reliability theory, we obtain stochastic orderings for N(t) and bounds for Rk(t), the number of components working at time t >= 0 and the reliability function, respectively, for a "k-out-of-n" system consisting of components whose lifetimes have a joint Liouville distribution. When the component lifetimes are distributed as a mixture of independent, identically distributed exponential random variables, we derive some results for a conjecture of [10], 202-208) on variation comparisons for Rk(t) as the mixing distribution is varied. Following a suggestion and using the methods of [3], we compare the cumulative distribution functions of two linear combinations of an exchangeable Liouville vector when the first vector of coefficients majorizes the second vector of coefficients. We derive sufficient conditions under which the two distribution functions cross exactly once, and obtain bounds for the location of the unique crossing point.

Suggested Citation

  • Gupta, Rameshwar D. & Richards, Donald St. P., 1992. "Multivariate Liouville distributions, III," Journal of Multivariate Analysis, Elsevier, vol. 43(1), pages 29-57, October.
  • Handle: RePEc:eee:jmvana:v:43:y:1992:i:1:p:29-57
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    Citations

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    Cited by:

    1. Edward Hoyle & Levent Ali Menguturk, 2020. "Generalised Liouville Processes and their Properties," Papers 2003.11312, arXiv.org, revised May 2020.
    2. Tian, Guo-Liang & Tang, Man-Lai & Yuen, Kam Chuen & Ng, Kai Wang, 2010. "Further properties and new applications of the nested Dirichlet distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 394-405, February.
    3. Bhattacharya, P. K. & Burman, Prabir, 1998. "Semiparametric Estimation in the Multivariate Liouville Model," Journal of Multivariate Analysis, Elsevier, vol. 65(1), pages 1-18, April.
    4. McNeil, Alexander J. & Neslehová, Johanna, 2010. "From Archimedean to Liouville copulas," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1772-1790, September.
    5. Ng, Kai Wang & Tang, Man-Lai & Tan, Ming & Tian, Guo-Liang, 2008. "Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 490-509, March.
    6. Ongaro, A. & Migliorati, S., 2013. "A generalization of the Dirichlet distribution," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 412-426.

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