Stochastic comparisons for multivariate shock models
type: Item
instance of: scholarly article
title: Stochastic comparisons for multivariate shock models
zbMATH Open document ID: 0939.60090
author: Franco Pellerey
published in: Journal of Multivariate Analysis
publication date: 1999-11-25T00:00:00Z
review text: Consider two devices subjected to shocks arriving according to two respective counting processes. Let \(N_1\) and \(N_2\) be the random numbers of shocks until failure of the two devices, respectively, and let \(T_1\) and \(T_2\) be their random lifetimes. Conditions under which stochastic orders between \(N_1\) and \(N_2\) are preserved by \(T_1\) and \(T_2\) have been investigated in recent literature. The author studies this problem in a multivariate setting, considering systems of non-independent components, and he extends some known results to multivariate stochastic orders. Some of the results of the reviewed paper are generalizations of multivariate results of \textit{T. Wong} [J. Appl. Probab. 34, No. 4, 1009-1020 (1997; Zbl 0899.60075].
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 1369817
reviewed by: Moshe Shaked
MaRDI profile type: Publication
full work available at URL: jmva.1999.1833
OpenAlex ID: W1998174167
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DOI: 10.1006/JMVA.1999.1833
description: scientific article; zbMATH DE number 1369817