Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory (Q5952105): Difference between revisions

For two nonhomogeneous Poisson processes, the authors give sufficient conditions under which every jump time of the first process exceeds in increasing convex order the corresponding jump time of the second process. The paper closes with some related results and an application to Bayesian imperfect repair. For earlier results on these topics see the authors, \textit{F. Pellerey} and \textit{J. M. Ruiz} [Stat. Probab. Lett. 33, No. 3, 263--275 (1997; Zbl 0903.60013)] and the authors, \textit{R. E. Lillo} and \textit{J.-M. Ruiz} [Probab. Eng. Inf. Sci. 15, No. 2, 199--224 (2001; Zbl 0983.60046)].