Monotonicity and aging properties of random sums

DOI10.1016/J.SPL.2005.04.013zbMATH Open1076.60034OpenAlexW2033880935MaRDI QIDQ2485550FDOQ2485550

Authors: 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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cited In (9)

• Ageing properties of certain dependent geometric sums
• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
• Nonparametric estimation in random sum models
• Ordering comparison of logarithmic series random variables with their mixtures
• A unified approach to ordering comparison of GPS distributions with their mixtures
• Negative ageing property of random sum
• The preservation of classes of discrete distributions under convolution and mixing
• Log-concavity of compound distributions with applications in operational and actuarial models
• Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures

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