An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions.

DOI10.1016/S0304-4149(01)00089-8MaRDI QIDQ1765993zbMATH OpenOpenAlexFDO

Authors Taizhong Hu, Zegang Zhu

Publication date 25 February 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(01)00089-8

zbMATH Keywords

likelihood ratio orderreversed hazard rate orderhazard rate order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 193483 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 1531975 (Why is no real title available?)
• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• A partially observable decision problem under a shifted likelihood ratio ordering
• Comparing the Variability of Random Variables and Point Processes
• Optimal allocation of resources to nodes of parallel and series systems
• Stochastic comparisons of nonhomogeneous processes
• The hazard rate and the reversed hazard rate orders, with applications to order statistics
• The preservation of likelihood ratio ordering under convolution

Cited in

(9)

• On the monotone likelihood ratio property for the convolution of independent binomial random variables
• On the convolution order of weak records
• Preservation of the location independent risk order under convolution
• On the convolution of heterogeneous Bernoulli random variables
• On preservation of some shifted and proportional orders by systems
• Likelihood ratio order of \(m\)-spacings for two samples
• Conditional mean risk sharing of independent discrete losses in large pools
• The preservation of likelihood ratio ordering under convolution
• Some preservation properties of shifted stochastic orders

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