An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. (Q1765993): Difference between revisions

The following ordering relations between random variables are considered: up-shifted likelihood ratio order, up-shifted hazard rate order, up-shifted reversed hazard rate order. It is proved that the up-shifted likelihood ratio order is closed under convolution without any restriction on densities. Ordering of the convolution is also studied for different combinations of ordering of the summands.