Stochastic orders based on the Laplace transform and infinitely divisible distributions

DOI10.1016/S0167-7152(00)00089-4zbMath0966.60005MaRDI QIDQ1590557

Jarosław Bartoszewicz

Publication date: 12 August 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Laplace transformexponential distributioncharacterization theorempartial ordersGamma distributionnegative momentscompletely monotone functions\({\mathcal L}\)-class

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10) Reliability and life testing (62N05)

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Laplace transform ordering of actuarial quantities. ⋮ Block–Savits Characterization and Star Ordering of Exponential Mixtures ⋮ Proportional ratios orders based on laplace transforms ⋮ A nonparametric test for exponentiality in LIFRA class of life distributions ⋮ Stochastic comparisons of random minima and maxima from life distributions ⋮ PRESERVATION OF STOCHASTIC ORDERS UNDER MIXTURES OF EXPONENTIAL DISTRIBUTIONS

Cites Work

• Characterizations of stochastic orders based on ratios of Laplace transforms
• Characterizations of the \({\mathcal L}\)-class of life distributions
• A general composition theorem and its applications to certain partial orderings of distributions
• On the coefficient of variation of the \({\mathcal L}\)- and \(\bar {\mathcal L}\)-classes
• A useful ageing property based on the Laplace transform
• On weak convergence within the hnbue family of life distributions
• The hnbue and hnwue classes of life distributions
• A Lower Bound on the L-Class of Life Distributions and its Applications
• Stochastic orders based on ratios of Laplace transforms
• Laplace ordering and its applications
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