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Stochastic Comparisons for Finite Mixtures from Location-scale Family of Distributions

Author

Listed:
  • Raju Bhakta

    (National Institute of Technology Rourkela)

  • Suchandan Kayal

    (National Institute of Technology Rourkela)

  • Maxim Finkelstein

    (University of the Free State
    University of Strathclyde)

Abstract

In this study, we consider two finite mixture models (FMMs) with location-scale family distributed components, in which ordering results are established in various stochastic senses. For heterogeneity in one parameter, the comparisons are obtained with respect to usual stochastic order, hazard rate order, reversed hazard rate order and likelihood ratio order. Further, for heterogeneity in two parameters, we derive sufficient conditions for the stochastic comparison of FMMs with respect to usual stochastic order and hazard rate order. Various examples and counterexamples are presented to illustrate the proposed results.

Suggested Citation

  • Raju Bhakta & Suchandan Kayal & Maxim Finkelstein, 2024. "Stochastic Comparisons for Finite Mixtures from Location-scale Family of Distributions," Methodology and Computing in Applied Probability, Springer, vol. 26(4), pages 1-33, December.
    • Handle: RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10121-x
    DOI: 10.1007/s11009-024-10121-x
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    References listed on IDEAS

    as
    1. Hazra, Nil Kamal & Kuiti, Mithu Rani & Finkelstein, Maxim & Nanda, Asok K., 2017. "On stochastic comparisons of maximum order statistics from the location-scale family of distributions," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 31-41.
    2. Hossein Nadeb & Hamzeh Torabi, 2022. "New results on stochastic comparisons of finite mixtures for some families of distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(10), pages 3104-3119, May.
    3. Nil Kamal Hazra & Maxim Finkelstein, 2018. "On stochastic comparisons of finite mixtures for some semiparametric families of distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 988-1006, December.
    4. 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.
    5. Abedin Haidari & Amir T. Payandeh Najafabadi & Narayanaswamy Balakrishnan, 2019. "Comparisons between parallel systems with exponentiated generalized gamma components," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(6), pages 1316-1332, March.
    6. Narayanaswamy Balakrishnan & Phalguni Nanda & Suchandan Kayal, 2018. "Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(6), pages 816-834, November.
    7. Mostafa Sattari & Ghobad Barmalzan & Narayanaswamy Balakrishnan, 2021. "Stochastic comparisons of finite mixture models with generalized Lehmann distributed components," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(22), pages 7767-7782, September.
    8. Maxim Finkelstein, 2008. "Failure Rate Modelling for Reliability and Risk," Springer Series in Reliability Engineering, Springer, number 978-1-84800-986-8, June.
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