An arrangement increasing property of the Marshall-Olkin bivariate exponential
A real-valued function g of two vector arguments u and v is said to be arrangement increasing if it increases in value as the components of u and v become more similarly arranged. Let X = (X1, X2) have the Marshall-Olkin bivariate exponential distribution with parameters [lambda]1, [lambda]2 and [lambda]12. If [theta]i = 1/[lambda]i for i = 1, 2, then it is shown that R = c1X1 + c2X2 is stochastically arrangement increasing in c = (c1, c2) and [theta] = ([theta]1, [theta]2).
Year of publication: |
1998
|
---|---|
Authors: | Boland, Philip J. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 2, p. 167-170
|
Publisher: |
Elsevier |
Keywords: | Arrangement increasing Marshall-Olkin bivariate exponential Inequalities Stochastic ordering Rearrangements |
Saved in:
Saved in favorites
Similar items by person
-
Statistical and probabilistic methods in actuarial science
Boland, Philip J., (2007)
-
Statistical and probabilistic methods in actuarial science
Boland, Philip J., (2007)
-
Optimal times for software release when repair is imperfect
Boland, Philip J., (2007)
- More ...