Stochastic properties of generalized finite -mixtures

Shojaee, Omid and Asadi, Majid and Finkelstein, Maxim (2022) Stochastic properties of generalized finite -mixtures. Probability in the Engineering and Informational Sciences, 36 (4). 1055 - 1079. (https://doi.org/10.1017/S0269964821000243)

[thumbnail of Shojaee-etal-PEIS-2021-Stochastic-properties-of-generalized-finite]
Preview
Text. Filename: Shojaee_etal_PEIS_2021_Stochastic_properties_of_generalized_finite.pdf
Accepted Author Manuscript

Download (858kB)| Preview

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.