Stochastic orders and shape properties for a new distorted proportional odds model
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866916647639449600 |
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| author | Arab, Idir Hadjikyriakou, Milto Oliveira, Paulo Eduardo |
| author_facet | Arab, Idir Hadjikyriakou, Milto Oliveira, Paulo Eduardo |
| contents | Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying baseline distribution. The first model offers enhanced control over odds and log-odds functions, facilitating adjustments to skewness, tail behaviour, and hazard rates. The second model, with even greater flexibility, describes odds ratios as quantile distortions. This approach leads to an enlarged log-logistic family capable of capturing these quantile transformations and diverse hazard behaviours, including non-monotonic and bathtub-shaped rates. Central to our study are the shape relations described through stochastic orders; we establish conditions that ensure stochastic ordering both within each family and across models under various ordering concepts, such as hazard rate, likelihood ratio, and convex transform orders |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2411_03828 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Stochastic orders and shape properties for a new distorted proportional odds model Arab, Idir Hadjikyriakou, Milto Oliveira, Paulo Eduardo Statistics Theory 60E15, 60E05, 62E10 Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying baseline distribution. The first model offers enhanced control over odds and log-odds functions, facilitating adjustments to skewness, tail behaviour, and hazard rates. The second model, with even greater flexibility, describes odds ratios as quantile distortions. This approach leads to an enlarged log-logistic family capable of capturing these quantile transformations and diverse hazard behaviours, including non-monotonic and bathtub-shaped rates. Central to our study are the shape relations described through stochastic orders; we establish conditions that ensure stochastic ordering both within each family and across models under various ordering concepts, such as hazard rate, likelihood ratio, and convex transform orders |
| title | Stochastic orders and shape properties for a new distorted proportional odds model |
| topic | Statistics Theory 60E15, 60E05, 62E10 |
| url | https://arxiv.org/abs/2411.03828 |