Comparison of hazard rates for dependent random variables |
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| Authors: | Félix Belzunce Franco Pellerey Saeed Zalzadeh |
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| Affiliation: | 1. Dpto. Estadística e Investigación Operativa, Facultad de Matemáticas, Universidad de Murcia, Espinardo (Murcia), Spain;2. Dpto. Scienze Matematiche, Politecnico di Torino, Torino, Italy |
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| Abstract: | In this paper, we define and study a new notion for the comparison of the hazard rates of two random variables taking into account their mutual dependence. Properties, applications and the comparison for a data set are given. |
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| Keywords: | joint stochastic orders hazard rate copula |
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