The Experts below are selected from a list of 105180 Experts worldwide ranked by ideXlab platform
N Balakrishnan - One of the best experts on this subject based on the ideXlab platform.
-
characterizations of proportional Hazard and reversed Hazard Rate models based on symmetric and asymmetric kullback leibler divergences
2019Co-Authors: Ghobad Barmalzan, N Balakrishnan, Hadi SabooriAbstract:Kullback-Leibler divergence \((\mathcal {K}\mathcal {L})\) is widely used for selecting the best model from a given set of candidate parametrized probabilistic models as an approximation to the true density function h(·). In this paper, we obtain a necessary and sufficient condition to determine proportional Hazard and reversed Hazard Rate models based on symmetric and asymmetric Kullback-Leibler divergences. Obtained results show that if h belongs to proportional Hazard Rate (reversed Hazard) model, then the Kullback-Leibler divergence between h and baseline density function, f 0, is independent of the choice of ξ, the cut point of left (right) truncated distribution.
-
on joint weak reversed Hazard Rate order under symmetric copulas
2017Co-Authors: N Balakrishnan, Ghobad Barmalzan, Sajad KosariAbstract:In this paper, a weak version of the joint reversed Hazard Rate order, useful for stochastic comparison of non-independent random variables, has been defined and discussed. In particular, some relationships between the joint weak reversed Hazard Rate order and the usual reversed Hazard Rate order are established when the underlying copulas are symmetric.
-
Hazard Rate comparison of parallel systems with heterogeneous gamma components
2013Co-Authors: N Balakrishnan, Peng ZhaoAbstract:We compare the Hazard Rate functions of the largest order statistic arising from independent heterogeneous gamma random variables and that arising from i.i.d. gamma random variables. Specifically, let X"1,...,X"n be independent gamma random variables with X"i having shape parameter 0
-
shape and change point analyses of the birnbaum saunders t Hazard Rate and associated estimation
2012Co-Authors: Cecilia Azevedo, Victor Leiva, Emilia Athayde, N BalakrishnanAbstract:The Hazard Rate is a statistical indicator commonly used in lifetime analysis. The Birnbaum-Saunders (BS) model is a life distribution originated from a problem pertaining to material fatigue that has been applied to diverse fields. The BS model relates the total time until failure to some type of cumulative damage that is normally distributed. The generalized BS (GBS) distribution is a class of positively skewed models with lighter and heavier tails than the BS distribution. Particular cases of GBS distributions are the BS and BS-Student-t (BS-t) models. In this paper, we discuss shape and change point analyses for the Hazard Rate of the BS-t distribution. In addition, we evaluate the performance of the maximum likelihood and moment estimators of this change point using Monte Carlo methods. We also present an application with a real life data set useful for survival analysis, which shows the convenience of knowing such instant of change for establishing a reduction in the dose and, as a consequence, in the cost of the treatment.
-
likelihood ratio and Hazard Rate orderings of the maxima in two multiple outlier geometric samples
2012Co-Authors: Baojun Du, Peng Zhao, N BalakrishnanAbstract:In this paper, we study some stochastic comparisons of the maxima in two multiple-outlier geometric samples based on the likelihood ratio order, Hazard Rate order, and usual stochastic order. We establish a sufficient condition on parameter vectors for the likelihood ratio ordering to hold. For the special case when n = 2, it is proved that the p-larger order between the two parameter vectors is equivalent to the Hazard Rate order as well as usual stochastic order between the two maxima. Some numerical examples are presented for illustrating the established results.
Tiantian Mao - One of the best experts on this subject based on the ideXlab platform.
-
stochastic comparisons of largest order statistics for proportional reversed Hazard Rate model and applications
2020Co-Authors: Tiantian MaoAbstract:We investigate stochastic comparisons of parallel systems (corresponding to the largest-order statistics) with respect to the reversed Hazard Rate and likelihood ratio orders for the proportional reversed Hazard Rate (PRHR) model. As applications of the main results, we obtain the equivalent characterizations of stochastic comparisons with respect to the reversed Hazard Rate and likelihood Rate orders for exponentiated generalized gamma and exponentiated Pareto distributions. Our results recover and strengthen some recent results in the literature.
-
stochastic comparisons of largest order statistics for proportional reversed Hazard Rate model and applications
2020Co-Authors: Tiantian MaoAbstract:We investigate stochastic comparisons of parallel systems (corresponding to the largest-order statistics) with respect to the reversed Hazard Rate and likelihood ratio orders for the proportional reversed Hazard Rate (PRHR) model. As applications of the main results, we obtain the equivalent characterizations of stochastic comparisons with respect to the reversed Hazard Rate and likelihood Rate orders for the exponentiated generalized gamma and exponentiated Pareto distributions. Our results recover and strengthen some recent results in the literature.
Sajad Kosari - One of the best experts on this subject based on the ideXlab platform.
-
on joint weak reversed Hazard Rate order under symmetric copulas
2017Co-Authors: N Balakrishnan, Ghobad Barmalzan, Sajad KosariAbstract:In this paper, a weak version of the joint reversed Hazard Rate order, useful for stochastic comparison of non-independent random variables, has been defined and discussed. In particular, some relationships between the joint weak reversed Hazard Rate order and the usual reversed Hazard Rate order are established when the underlying copulas are symmetric.
Moshe Shaked - One of the best experts on this subject based on the ideXlab platform.
-
Multivariate conditional Hazard Rate functions - an overview
2014Co-Authors: Moshe Shaked, J. George ShanthikumarAbstract:In this paper, we describe the usefulness and the applications of the multivariate conditional Hazard Rate functions. First, we define these, as well as the accumulated Hazard functions, and then give some properties of them. Using these definitions and properties, we describe the total Hazard construction and its main traits. Using the technical tools described previously, we define and discuss various stochastic orders, various positive dependence concepts, and various aging notions that entail nonnegative multivariate random vectors. Copyright © 2014 John Wiley & Sons, Ltd.
-
Hazard Rate ordering of order statistics and systems
2006Co-Authors: Jorge Navarro, Moshe ShakedAbstract:Let X = (X 1 , X 2 ,..., X n ) be an exchangeable random vector, and write X (1:i) = min{X 1 , X 2 ,..., X i }, 1 ≤ i ≤ n. In this paper we obtain conditions under which X (1:i) decreases in i in the Hazard Rate order. A result involving more general (that is, not necessarily exchangeable) random vectors is also derived. These results are applied to obtain the limiting behaviour of the Hazard Rate function of the lifetimes of various coherent systems in reliability theory. The notions of the Samaniego signatures and the minimal signatures of such systems are extensively used in the paper. An interesting relationship between these two signatures is obtained. The results are illustRated in a series of examples.
-
multivariate Hazard Rate orders
2003Co-Authors: Bahaeldin Khaledi, Moshe ShakedAbstract:Two multivariate Hazard Rate stochastic orders are introduced and studied. Their meaning, properties, and relationship to other common stochastic orders are examined and investigated. Some examples that illustRate the theory are detailed. Finally, some applications of the new orders in reliability theory and in actuarial science are described.
-
the Hazard Rate and the reversed Hazard Rate orders with applications to order statistics
2001Co-Authors: Asok K. Nanda, Moshe ShakedAbstract:In this paper we first point out a simple observation that can be used successfully in order to translate results about the Hazard Rate order into results about the reversed Hazard Rate order. Using it, we derive some interesting new results which compare order statistics in the Hazard and in the reversed Hazard Rate orders; as well as in the usual stochastic order. We also simplify proofs of some known results involving the reversed Hazard Rate order. Finally, a few further applications of the observation are given.
Maxim Finkelstein - One of the best experts on this subject based on the ideXlab platform.
-
on some conditional characteristics of Hazard Rate processes induced by external shocks
2014Co-Authors: Maxim FinkelsteinAbstract:Stochastic failure models for systems under randomly variable environment (dynamic environment) are often described using Hazard Rate process. In this paper, we consider Hazard Rate processes induced by external shocks affecting a system that follow the nonhomogeneous Poisson process. The sample paths of these processes monotonically increase. However, the failure Rate of a system can have completely different shapes and follow, e.g., the upside-down bathtub pattern. We describe and study various 'conditional properties' of the models that help to analyze and interpret the shape of the failure Rate and other relevant characteristics.
-
on the reversed Hazard Rate
2002Co-Authors: Maxim FinkelsteinAbstract:Abstract The reversed Hazard Rate defined as the ratio of the density to the distribution function had attracted the attention of researchers only relatively recently. Being in a certain sense a dual function to an ordinary Hazard Rate, it still bears some interesting features useful in reliability analysis. One of its most important properties is the connection with the mean waiting time studied in this paper. The application to ordering of random variables via the proportional reversed Hazard Rate model is also considered. Possible applications are discussed.
