Probability inequalities for weighted distributions

DOI10.1016/j.jspi.2011.11.023zbMath1300.60035OpenAlexW2008066631MaRDI QIDQ413394

Taizhong Hu, Li Yu, Ying Li

Publication date: 4 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.023

zbMATH Keywords

likelihood ratio orderusual stochastic orderlog-concavemoment inequalitylog-convex

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (3)

PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS ⋮ Relationship between the weighted distributions and some inequality measures ⋮ Extension of the past lifetime and its connection to the cumulative entropy

Cites Work

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• Stochastic orders
• Weighted premium calculation principles
• Some weighted distribution results on univariate and bivariate cases
• On a representation of weighted distributions
• Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
• Log-concave probability and its applications
• Preservation of classes of life distributions and stochastic orders under weighting
• EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
• Several Colorful Inequalities
• Weighted Pricing Functionals With Applications to Insurance

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