Sufficient conditions for stochastic equality of two distributions under some partial orders

DOI10.1016/J.SPL.2009.12.004MaRDI QIDQ2267635zbMATH OpenOpenAlexFDO

Authors Harshinder Singh, B. L. S. Prakasa Rao

Publication date 1 March 2010

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

Full work available at URL https://doi.org/10.1016/j.spl.2009.12.004

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Review text

The authors find conditions for stochastic equality of two random variables that are ordered, respectively, with respect to the increasing convex (or variability) stochastic order, with respect to the mean residual life stochastic order, with respect to the increasing concave (or second order) stochastic order, and with respect to the Laplace transform stochastic order. Some of their results have already appeared in the literature. For example, the results involving the increasing convex stochastic order, and the increasing concave stochastic order, can be found in [\textit{M. Shaked} and \textit{J. G. Shanthikumar}, Stochastic Orders, Springer, page 202 (2007; Zbl 1111.62016)], whereas the result involving the Laplace transform stochastic order is closely related to results of \textit{J. Cai} and \textit{Y. Wu} [J. Appl. Probab. 34, No. 3, 711--719 (1997; Zbl 0881.62013)] and of \textit{M. C. Bhattacharjee}, [Probab. Eng. Inf. Sci. 13, No. 2, 201--207 (1999; Zbl 0973.60105)].

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Cites work

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Cited in

(13)

• On the stochastic ordering of absolute univariate Gaussian random variables
• Stochastic equivalence of ordered random variables with applications in reliability theory
• On relative log-concavity and stochastic comparisons
• Remarks on equality of two distributions under some partial orders
• Equality in distribution in a convex ordering family
• The equivalence between the Schur order and the stochastic orders generated by the scheme of allocation of particles into cells
• Baire category results for stochastic orders
• Sufficient conditions for some transform orders based on the quantile density ratio
• Some relations between stochastic ordering and Tsallis entropy
• ON SIMULATION OF STOCHASTICALLY ORDERED LIFE-LENGTH VARIABLES
• STOCHASTIC EQUIVALENCE OF CONVEX ORDERED DISTRIBUTIONS AND APPLICATIONS
• scientific article; zbMATH DE number 4184496 (Why is no real title available?)
• Conditional variability ordering of distributions

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