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Preservation of positive and negative orthant dependence concepts under mixtures and applications

Part of: Distribution theory - Probability Special processes

Published online by Cambridge University Press:  14 July 2016

Félix Belzunce  and
Patrizia Semeraro
Félix Belzunce*
Affiliation:
Universidad de Murcia
Patrizia Semeraro*
Affiliation:
Università di Torino
*
∗ Postal address: Departamento de Estadística e Investigación Operativa, Universidad de Murcia, 30100 Espinardo, Murcia, Spain. Email address: belzunce@um.es
∗∗ Postal address: Dipartimento di Matematica, Università di Torino, via Carlo Alberto 10, 10123 Torino, Italy. Email address: semeraro@dm.unito.it
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Abstract

In this paper we consider some dependence properties and orders among multivariate distributions, and we study their preservation under mixtures. Applications of these results in reliability, risk theory, and mixtures of discrete distributions are provided.

Keywords

Positive and negative orthant dependencepositive orthant dependence ordermixturemultivariate shock modelclaim modelBayesian imperfect repairmixture of discrete distributionsaccelerated life model

MSC classification

Primary: 60E15: Inequalities; stochastic orderings 60K10: Applications (reliability, demand theory, etc.)
Type
Research Papers
Information
Journal of Applied Probability , Volume 41 , Issue 4 , December 2004 , pp. 961 - 974
Copyright
Copyright © Applied Probability Trust 2004 

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