An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. (Q1765993)
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scientific article; zbMATH DE number 2138888
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| English | An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. |
scientific article; zbMATH DE number 2138888 |
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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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0.899674654006958
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0.8489202857017517
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0.8250265717506409
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0.8250265717506409
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0.8204742670059204
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