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

Bhakta, Raju and Kayal, Suchandan and Finkelstein, Maxim (2024) Stochastic comparisons for finite mixtures from location-scale family of distributions. Methodology and Computing in Applied Probability, 26. 52. ISSN 1573-7713 (https://doi.org/10.1007/s11009-024-10121-x)

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Abstract

In this study, we consider two nite 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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