Stochastic comparisons for finite mixtures from location-scale family of distributions

Raju Bhakta; Suchandan Kayal; Maxim Finkelstein

doi:10.1007/s11009-024-10121-x

Stochastic comparisons for finite mixtures from location-scale family of distributions

Raju Bhakta, Suchandan Kayal, Maxim Finkelstein^*

^*Corresponding author for this work

Management Science

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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Abstract

In this study, we consider two finite mixture models (FMMs) with location-scale family distributed components, in which ordering results are established in various stochastic senses. For heterogeneity in one parameter, the comparisons are obtained with respect to usual stochastic order, hazard rate order, reversed hazard rate order and likelihood ratio order. Further, for heterogeneity in two parameters, we derive sufficient conditions for the stochastic comparison of FMMs with respect to usual stochastic order and hazard rate order. Various examples and counterexamples are presented to illustrate the proposed results.

Original language	English
Article number	52
Number of pages	33
Journal	Methodology and Computing in Applied Probability
Volume	26
Issue number	4
DOIs	https://doi.org/10.1007/s11009-024-10121-x
Publication status	Published - 8 Nov 2024

Funding

The financial support (vide D.O.No. F. 14-34/2011 (CPP-II) dated 11.01.2013, F.No. 16-9(June 2019)/2019(NET/CSIR), UGC-Ref.No.:1238/(CSIR-UGC NET JUNE 2019)) from the University Grants Commission (UGC), Government of India, is sincerely acknowledged with thanks by Raju Bhakta.

Keywords

finite mixture models (FMMs)
data models

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Bhakta-etal-MCAP-2024-Stochastic-comparisons-for-finite-mixturesFinal published version, 792 KBLicence: CC BY 4.0

Cite this

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abstract = "In this study, we consider two finite mixture models (FMMs) with location-scale family distributed components, in which ordering results are established in various stochastic senses. For heterogeneity in one parameter, the comparisons are obtained with respect to usual stochastic order, hazard rate order, reversed hazard rate order and likelihood ratio order. Further, for heterogeneity in two parameters, we derive sufficient conditions for the stochastic comparison of FMMs with respect to usual stochastic order and hazard rate order. Various examples and counterexamples are presented to illustrate the proposed results.",

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AU - Bhakta, Raju

AU - Kayal, Suchandan

AU - Finkelstein, Maxim

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Y1 - 2024/11/8

N2 - In this study, we consider two finite mixture models (FMMs) with location-scale family distributed components, in which ordering results are established in various stochastic senses. For heterogeneity in one parameter, the comparisons are obtained with respect to usual stochastic order, hazard rate order, reversed hazard rate order and likelihood ratio order. Further, for heterogeneity in two parameters, we derive sufficient conditions for the stochastic comparison of FMMs with respect to usual stochastic order and hazard rate order. Various examples and counterexamples are presented to illustrate the proposed results.

AB - In this study, we consider two finite mixture models (FMMs) with location-scale family distributed components, in which ordering results are established in various stochastic senses. For heterogeneity in one parameter, the comparisons are obtained with respect to usual stochastic order, hazard rate order, reversed hazard rate order and likelihood ratio order. Further, for heterogeneity in two parameters, we derive sufficient conditions for the stochastic comparison of FMMs with respect to usual stochastic order and hazard rate order. Various examples and counterexamples are presented to illustrate the proposed results.

KW - finite mixture models (FMMs)

KW - data models

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DO - 10.1007/s11009-024-10121-x

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JF - Methodology and Computing in Applied Probability

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ER -

Stochastic comparisons for finite mixtures from location-scale family of distributions

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