Showing 1 - 10 of 31
In this paper we address the problem of testing the equality in the right spread order of two random variables. We develop a family of tests statistics for right spread order. This technique is also used for testing NBUE [NWUE] aging classes. For these tests, we provide asymptotic results, and...
Persistent link: https://www.econbiz.de/10005053148
For given real and monotone functionshi's, we obtain the necessary and sufficient conditions in order that any n-valuated function[Psi](x) be the conditional expectationE(h(X)/X>x) of a discrete random vectorX, whereh(X) denotes the random vector (h1(X1), ..., hn(Xn)).
Persistent link: https://www.econbiz.de/10005221734
One purpose of this paper is to study the relationship of the dilation order ([less-than-or-equals, slant]dil) to two other stochastic orders: the mean residual life order ([less-than-or-equals, slant]mrl) and the increasing convex order ([less-than-or-equals, slant]icx). Regarding these orders,...
Persistent link: https://www.econbiz.de/10005224018
The dispersive orderings arise in a great variety of contexts. In this paper we bridge the gap between dispersive orderings and ageing classes. We give characterizations of the IFR(DFR) and DMRL(IMRL) classes in terms of the dispersive and dilation orderings.
Persistent link: https://www.econbiz.de/10005224038
Persistent link: https://www.econbiz.de/10012272368
Ebrahimi and Pellerey (1995) and Ebrahimi (1996) proposed the Shannon residual entropy function as a useful dynamic measure of uncertainty. They studied the characterization problem from the residual entropy. They also used this function to define a stochastic order and two classes of...
Persistent link: https://www.econbiz.de/10005375744
In this paper we consider the problem of optimal allocation of a redundant component for series, parallel and k-out-of-n systems of more than two components, when all the components are dependent. We show that for this problem is naturally to consider multivariate extensions of the joint...
Persistent link: https://www.econbiz.de/10011052751
A well known sufficient condition for the mean residual life order of two random variables is the hazard rate order of the two random variables. The hazard rate order is characterized by the monotonicity of the ratio of the two survival functions. However in many cases this ratio is non monotone...
Persistent link: https://www.econbiz.de/10011056580
In this paper, we establish some comparison results of two coherent structures formed from a set of components or from two sets of components with respect to some shifted and proportional stochastic orders. Both cases, independent and identically distributed and not necessarily identically...
Persistent link: https://www.econbiz.de/10005137829
We study the relationship between the multivariate dispersive orders based on the standard construction. In particular those given by Shaked and Shanthikumar [1998. Two variability orders. Probab. Eng. Inform. Sci. 12, 1-23] and Fernández-Ponce and Suárez-Llorens [2003. A multivariate...
Persistent link: https://www.econbiz.de/10005137980