An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. (Q1765993): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. |
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An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. (English)
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25 February 2005
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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.
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likelihood ratio order
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hazard rate order
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reversed hazard rate order
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