Stochastic properties of generalized finite 𝛼-mixtures

Omid Shojaee, Majid Asadi, Maxim Finkelstein

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)
32 Downloads (Pure)

Abstract

Most of the real-life populations are heterogeneous and homogeneity is often just a simplifying assumption for the relevant statistical analysis. Mixtures of lifetime distributions that correspond to homogeneous subpopulations were intensively studied in the literature. Various distributional and stochastic properties of finite and continuous mixtures were discussed. In this paper, following recent publications, we develop further a mixture concept in the form of the generalized α-mixtures that include all mixture models that are widely explored in the literature. We study some main stochastic properties of the suggested mixture model, that is, aging and appropriate stochastic comparisons. Some relevant examples and counterexamples are given to illustrate our findings.
Original languageEnglish
Pages (from-to)1055 - 1079
Number of pages25
JournalProbability in the Engineering and Informational Sciences
Volume36
Issue number4
Early online date15 Jul 2021
DOIs
Publication statusPublished - Oct 2022

Keywords

  • additive mixture model
  • finite mixtures
  • majorization
  • multiplicative mixture model
  • stochastic orders

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