Monotonicity and aging properties of random sums

DOI10.1016/J.SPL.2005.04.013zbMath1076.60034OpenAlexW2033880935MaRDI QIDQ2485550

Jun Cai, Gordon E. Willmot

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.013

zbMATH Keywords

failure ratedecreasing failure rategeometric sumreversed failure rateincreasing failure ratebinomial sumdiscrete distributionPoisson sumNWUE\(\text{PF}_2\)decreasing reversed failure rate

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Related Items (8)

LOG-CONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS ⋮ Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications ⋮ Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures ⋮ A Unified Approach to Ordering Comparison of GPS Distributions with their Mixtures ⋮ The preservation of classes of discrete distributions under convolution and mixing ⋮ Negative ageing property of random sum ⋮ Ordering Comparison of Logarithmic Series Random Variables with their Mixtures ⋮ Nonparametric estimation in random sum models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Error bounds for exponential approximations of geometric convolutions
• DFR property of first-passage times and its preservation under geometric compounding
• Aging and other distributional properties of discrete compound geometric distributions
• The hazard rate and the reversed hazard rate orders, with applications to order statistics
• On higher-order properties of compound geometric distributions
• Inference Based on Retrospective Ascertainment: An Analysis of the Data on Transfusion-Related AIDS
• Some monotonicity properties of the delayed renewal function
• Further monotonicity properties of renewal processes
• Ageing properties of certain dependent geometric sums
• On the moment problem for random sums
• NWU property of a class of random sums
• On applications of residual lifetimes of compound geometric convolutions
• Some properties of ageing notions based on the moment-generating-function order
• Moment Inequalities for Discrete Ageing Families
• On the moment determinacy of the distributions of compound geometric sums
• Equilibrium compound distributions and stop-loss moments
• Statistical models based on counting processes
• Some estimates of geometric sums

This page was built for publication: Monotonicity and aging properties of random sums