Two classes of multivariate DMRL distributions and a class of multivariate NBUE distributions are introduced in this paper by using conditional stochastic order.That is, a random vector belongs to a multivariate DMRL ...Two classes of multivariate DMRL distributions and a class of multivariate NBUE distributions are introduced in this paper by using conditional stochastic order.That is, a random vector belongs to a multivariate DMRL class of life distributions if its residual life(defined as a conditional random vector)is decreasing in time under convex or linear order.Some conservation properties of these classes are studied.展开更多
基金Supported by the NNSF of China(Grant No.:10171093)the National 973 Fundamental Research Program on Financial Engineering(Grant No:G1998030418)the Doctoral Program Foundation of Institute of High Education.
文摘Two classes of multivariate DMRL distributions and a class of multivariate NBUE distributions are introduced in this paper by using conditional stochastic order.That is, a random vector belongs to a multivariate DMRL class of life distributions if its residual life(defined as a conditional random vector)is decreasing in time under convex or linear order.Some conservation properties of these classes are studied.
