Stochastic Ordering of Exponential Family Distributions and Their Mixturesxk

DOI10.1239/jap/1238592127zbMath1161.60308arXiv0909.4570OpenAlexW2167585924MaRDI QIDQ3621158

Yaming Yu

Publication date: 14 April 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.4570

zbMATH Keywords

convolutionstochastic orderslikelihood ratio orderPoisson mixturelog-concavityhazard rate orderstochastic comparisonbinomial mixturegamma mixturenegative binomial mixture

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (18)

ON STOCHASTIC COMPARISONS OF ORDER STATISTICS FROM HETEROGENEOUS EXPONENTIAL SAMPLES ⋮ On relative log-concavity and stochastic comparisons ⋮ On comparisons of population and subpopulations in frailty models ⋮ Characterizations of stochastic ordering for non-negative random variables ⋮ On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables ⋮ Stochastic comparisons of mixtures of parametric families in stochastic epidemics ⋮ Some stochastic inequalities for weighted sums ⋮ Relative log-concavity and a pair of triangle inequalities ⋮ COMMENTS ON THE SURVEY BY BALAKRISHNAN AND ZHAO ⋮ SOME UNIFIED RESULTS ON COMPARING LINEAR COMBINATIONS OF INDEPENDENT GAMMA RANDOM VARIABLES ⋮ Comparisons between largest order statistics from multiple-outlier models ⋮ The tail behavior of the convolutions of Gamma random variables ⋮ Bounds for mixtures of order statistics from exponentials and applications ⋮ Some new results on convolutions of heterogeneous gamma random variables ⋮ Almost stochastic dominance under inconsistent utility and loss functions ⋮ Stochastic comparisons and ageing properties of an extended gamma process ⋮ COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS ⋮ Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments

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