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Persistent link: https://www.econbiz.de/10005756273
The Laplace transform of residual lives order has been recently defined and studied in the literature to compare random lifetimes. Here, we prove that such stochastic order is equivalent to the well-known hazard rate order. As consequences, we get new characterizations of the hazard rate order...
Persistent link: https://www.econbiz.de/10005223034
In this paper we introduce a new multivariate stochastic order that compares random vectors in a direction which is determined by a unit vector, generalizing previous upper and lower orthant order. The main properties of this new order, together with its relationships with other multivariate...
Persistent link: https://www.econbiz.de/10010553488
In this paper, we introduce a new multivariate stochastic order that compares random vectors in a direction which is determined by a unit vector, generalizing the previous upper and lower orthant orders. The main properties of this new order, together with its relationships with other...
Persistent link: https://www.econbiz.de/10010572718
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In this paper we first obtain several results which compare mixtures of distributions in the (increasing) convex and concave stochastic orders. We employ these results to derive relatively weak conditions on the intensity functions of a pair of nonhomogeneous Poisson processes (in fact, on the...
Persistent link: https://www.econbiz.de/10005223492
In this note we compare bivariate additive models with respect to their Pearson correlation coefficients, Kendall’s τ concordance coefficients, and Blomqvist β medial correlation coefficients. The conditions that enable the comparisons involve variability stochastic orders such as the...
Persistent link: https://www.econbiz.de/10011039902
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