Glaser’s function and stochastic orders for mixture distributions

The purpose of this paper is to study likelihood ratio order for mixture and its components via their Glaser’s functions for weighted distributions. So, some theoretical examples using exponential family and their mixtures are presented.

First, Glaser’s functions of mixture and its components for weighted distributions in different scenarios are computed. Then by them the likelihood ratio order is investigated between mixture and its components.

The authors find conditions for weight functions under which the mixture random variable is between of its components in likelihood ratio order.

Results are obtained for weight function in general. It is well known that the some special weights are order statistics, up and down records, hazard rate, reversed hazard rate, moment generating function, etc. So, the results are valid for all of them.