Monotonicity and aging properties of random sums

DOI10.1016/j.spl.2005.04.013zbMath1076.60034MaRDI 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 rate; decreasing failure rate; geometric sum; reversed failure rate; increasing failure rate; binomial sum; discrete distribution; Poisson sum; NWUE; \(\text{PF}_2\); decreasing reversed failure rate

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G50: Sums of independent random variables; random walks

Related Items

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

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