数学物理学报 ›› 2022, Vol. 42 ›› Issue (2): 621-630.

• 论文 • 上一篇    下一篇

Archimedean copula刻画的尺度比例失效率模型的极小次序统计量的随机序

方龙祥1,*(),NarayanaswamyBalakrishnan2,黄文玉1   

  1. 1 安徽师范大学数学与统计学院 安徽芜湖 241002
    2 Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada L8S 4K1
  • 收稿日期:2020-02-06 出版日期:2022-04-26 发布日期:2022-04-18
  • 通讯作者: 方龙祥 E-mail:lxfang@fudan.edu.cn
  • 基金资助:
    安徽省哲学社会科学规划基金(AHSKF2021D30)

Stochastic Ordering of Sample Minima from Scale Proportional Hazards Random Variables Under Archimedean Copula Dependence

Longxiang Fang1,*(),Balakrishnan Narayanaswamy2,Wenyu Huang1   

  1. 1 Department of Mathematics and Statistics, Anhui Normal University, Anhui Wuhu 241002
    2 Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada L8S 4K1
  • Received:2020-02-06 Online:2022-04-26 Published:2022-04-18
  • Contact: Longxiang Fang E-mail:lxfang@fudan.edu.cn
  • Supported by:
    the Anhui Provincial Philosophy and Social Science Planning Fund(AHSKF2021D30)

摘要:

在多元链式优化序下, 该文研究了两组来自于不同相依尺度比例失效率分布的最小次序统计量的随机比较. 在某种数学意义下, 一个由尺度比例失效率分布的不同脆弱参数和尺度参数构成的矩阵变化到另一个矩阵时, 该文研究了在一定的条件下, 来自于第一个尺度比例失效率分布的最小次序统计量在普通随机序下小于变化到的参数矩阵对应的尺度比例失效率分布的最小次序统计量. 该文也给出了一些数值例子来说明得到的结果的正确性.

关键词: Archimedean copula, 普通随机序, 尺度比例失效率模型, 多元链式优化序

Abstract:

In this paper, we discuss stochastic comparisons of the smallest order statistics arising from two sets of dependent scale proportional hazards random variables with respect to multivariate chain majorization. When a scale proportional hazards model with possibly different frailty and scale parameters has its matrix of parameters changing to another matrix of parameters in a certain mathematical sense, we study the first sample minimum is less than the second minimum with respect to the usual stochastic order, based on certain conditions. Some examples are also presented for illustrating the results established here.

Key words: Archimedean copula, Usual stochastic order, Scale proportional hazards model, Multivariate chain majorization

中图分类号: 

  • O211.9