Stochastic Comparisons for Finite Mixtures from Location-scale Family of Distributions

Abstract In this study, we consider two finite 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.