An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. (Q1765993)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. |
scientific article |
Statements
An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. (English)
0 references
25 February 2005
0 references
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.
0 references
likelihood ratio order
0 references
hazard rate order
0 references
reversed hazard rate order
0 references
