New aging properties of the Clayton-Oakes model based on multivariate dispersion

• Autores: José Pablo Arias Nicolás, Julio Mulero González, Olga Núñez Barrera, Alfonso Suárez Llorens
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 34, Nº. 1, 2010, págs. 79-94
• Idioma: inglés
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• Resumen

  • In this work we present a recent de?nition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new de?nition is an extension of the univariate characterization of IFR distributions under dispersive ordering of the residual lifetimes. We apply this de?nition to the Clayton-Oakes model. In particular, we provide several conditions to order in the multivariate dispersion sense the residual lifetimes of random vectors with a dependence structure given by the Clayton-Oakes survival copula. We illustrate our results with a graphical method.