Skip to main content
Log in

On Some Properties of \(\alpha \)-Mixtures

  • Published:
Metrika Aims and scope Submit manuscript

Abstract

The \(\alpha \)-mixtures is a new, flexible family of distributions that includes many mixture models as special cases. This paper is mainly focused on relevant stochastic comparisons and ageing properties of \(\alpha \)-mixtures of survival functions. In particular, we prove that ageing properties of \(\alpha \)-mixtures for additive and multiplicative hazards models depend on the properties of the baseline failure rate functions and the corresponding conditional moments of mixing distributions. Partial orderings of the finite \(\alpha \)-mixtures in the sense of the usual stochastic order and the hazard rate order are discussed. Finally, we extend some results on the shape of the mixture failure rate obtained in the literature for usual mixtures to the case of \(\alpha \)-mixtures.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

Notes

  1. We say that a function \(h : R^{m} \rightarrow R \) is increasing (decreasing) if \(h(x_{1},..., x_{m}) \le (\ge )h(y_{1},..., y_{m})\) for all \( x_{i} \le y_{i}, i = 1,..., m\).

  2. For two vectors u and v, we say that \({u}\le {v}\) if for all i, \(i = 2,..., n\), \( u_{i} \le v_{i}\).

References

  • Amini-Seresht E, Zhang Y (2017) Stochastic comparisons on two finite mixture models. Operations Research Letters 45(5):475–480

    Article  MathSciNet  Google Scholar 

  • Asadi M, Ebrahimi N, Soofi ES (2019) The alpha-mixture of survival functions. Journal of Applied Probability 56(4):1151–1167

    Article  MathSciNet  Google Scholar 

  • Badia FG, Cha JH (2017) On bending (down and up) property of reliability measures in mixtures. Metrika 80(4):455–482

    Article  MathSciNet  Google Scholar 

  • Badia FG, Lee H (2020) On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures. Metrika 83(3):355–375

    Article  MathSciNet  Google Scholar 

  • Badia FG, Berrade MD, Campos CA (2002) Aging properties of the additive and proportional hazard mixing models. Reliability Engineering and System Safety 78(2):165–172

    Article  Google Scholar 

  • Barlow RE, Proschan F (1981) Statistical Theory of Reliability and Life Testing: Probability models. To Begin With, Silver Spring, MD

    MATH  Google Scholar 

  • Block HW, Joe H (1997) Tail behavior of the failure rate functions of mixtures. Lifetime Data Analysis 3(3):269–288

    Article  Google Scholar 

  • Block HW, Savits TH (1976) The IFRA closure problem. The Annals of Probability 4:1030–1032

    Article  MathSciNet  Google Scholar 

  • Block HW, Mi J, Savits TH (1993) Burn-in and mixed population. Journal of Applied probability 30(3):692–702

    Article  MathSciNet  Google Scholar 

  • Block HW, Li Y, Savits TH (2003) Preservation of properties under mixture. Probability in the Engineering and Informational Sciences 17(2):205–212

    Article  MathSciNet  Google Scholar 

  • Cha JH (2011) Comparison of combined stochastic risk processes and its applications. European journal of operational research 215(2):404–410

    Article  MathSciNet  Google Scholar 

  • Cha JH, Badia FG (2016) An information based burn-in procedure for minimally repaired items from mixed population. Applied Stochastic Models in Business and Industry 32(4):511–525

    Article  MathSciNet  Google Scholar 

  • Cuadras CM (2002) On the covariance between functions. Journal of Multivariate Analysis 81(1):19–27

    Article  MathSciNet  Google Scholar 

  • Finkelstein, M. (2008). Failure Rate Modelling for Reliability and Risk. Springer Science & Business Media

  • Finkelstein M, Esaulova V (2001) Modeling a failure rate for a mixture of distribution function. Probability in the Engineering and Informational Sciences 15(3):383–400

    Article  MathSciNet  Google Scholar 

  • Finkelstein M, Esaulova V (2006) On mixture failure rates ordering. Communications in Statistics - Theory and Methods 35(11):1943–1955

    Article  MathSciNet  Google Scholar 

  • Hazra NK, Finkelstein M (2018) On stochastic comparisons of finite mixtures for some semiparametric families of distributions. Test 27(4):988–1006

    Article  MathSciNet  Google Scholar 

  • Hazra NK, Finkelstein M, Cha JH (2017) On optimal grouping and stochastic comparisons for heterogeneous items. Journal of Multivariate Analysis 160:146–156

    Article  MathSciNet  Google Scholar 

  • Joag-dev K, Kochar S, Proschan F (1995) A general composition theorem and its applications to certain partial orderings of distributions. Statistics & Probability Letters 22:111–119

    Article  MathSciNet  Google Scholar 

  • Lynch JD (1999) On conditions for mixtures of increasing failure rate distributions to have an increasing failure rate. Probability in the Engineering and Informational Sciences 13(1):33–36

    Article  MathSciNet  Google Scholar 

  • Navarro J (2008) Likelihood ratio ordering of order statistics, mixtures and systems. Journal of Statistical Planning and Inference 138(5):1242–1257

    Article  MathSciNet  Google Scholar 

  • Navarro J (2016) Stochastic comparisons of generalized mixtures and coherent systems. Test 25(1):150–169

    Article  MathSciNet  Google Scholar 

  • Navarro J, del Aguila Y (2017) Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components. Metrika 80(6–8):627–648

    Article  MathSciNet  Google Scholar 

  • Navarro J, Hernandez PJ (2004) How to obtain bathtub-shaped failure rate models from normal mixtures. Probability in the Engineering and Informational Sciences 18(4):511–531

    Article  MathSciNet  Google Scholar 

  • Navarro J, Hernandez PJ (2008) Mean residual life functions of finite mixtures, order statistics and coherent systems. Metrika 67(3):277–298

    Article  MathSciNet  Google Scholar 

  • Navarro J, Guillamon A, Ruiz MDC (2009) Generalized mixtures in reliability modelling: applications to the construction of bathtub shaped hazard models and the study of systems. Applied Stochastic Models in Business and Industry 25(3):323–337

    Article  MathSciNet  Google Scholar 

  • Savits TH (1985) A multivariate IFR class. Journal of Applied Probability 22(1):197–204

    Article  MathSciNet  Google Scholar 

  • Shaked M, Shanthikumar JG (2007) Stochastic orders. Springer, Berlin

    Book  Google Scholar 

  • Shaked M, Spizzichino F (2001) Mixtures and monotonicity of failure rate functions. Advances in Reliability. Springer, Berlin, pp 185–198

    Google Scholar 

Download references

Acknowledgements

Asadi’s research work was performed in IPM Isfahan branch and was in part supported by a grant from IPM (No. 99620213).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Maxim Finkelstein.

Ethics declarations

Conflict of interest:

On behalf of all authors, the corresponding author states that there is no conflict of interest.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Shojaee, O., Asadi, M. & Finkelstein, M. On Some Properties of \(\alpha \)-Mixtures. Metrika 84, 1213–1240 (2021). https://doi.org/10.1007/s00184-021-00818-1

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00184-021-00818-1

Keywords

Navigation