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

DOI10.1016/S0304-4149(01)00089-8zbMATH Open1060.60016OpenAlexW2025095099MaRDI QIDQ1765993FDOQ1765993

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

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zbMATH Keywords

likelihood ratio orderreversed hazard rate orderhazard rate order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
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• The preservation of likelihood ratio ordering under convolution
• Stochastic comparisons of nonhomogeneous processes
• Optimal allocation of resources to nodes of parallel and series systems
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• The hazard rate and the reversed hazard rate orders, with applications to order statistics
• A partially observable decision problem under a shifted likelihood ratio ordering
• Comparing the Variability of Random Variables and Point Processes

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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