Probability inequalities for weighted distributions

DOI10.1016/J.JSPI.2011.11.023MaRDI QIDQ413394zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3974042 (Why is no real title available?)
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• scientific article; zbMATH DE number 1416816 (Why is no real title available?)
• EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
• Log-concave probability and its applications
• Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
• On a representation of weighted distributions
• Preservation of classes of life distributions and stochastic orders under weighting
• Several Colorful Inequalities
• Some weighted distribution results on univariate and bivariate cases
• Stochastic orders
• Weighted Pricing Functionals With Applications to Insurance
• Weighted premium calculation principles

Cited in

(13)

• Relationship between the weighted distributions and some inequality measures
• Weighted-mean regions of a probability distribution
• scientific article; zbMATH DE number 4172040 (Why is no real title available?)
• Convex ordering properties and applications
• Extension of the past lifetime and its connection to the cumulative entropy
• Some Results on Weighted Distributions for Positive-Valued Random Variables
• Some inequalities and law of large numbers on weighted \(g\)-expectation
• Properties of ordinary and weighted sums of order $p$ used for distance estimation
• PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS
• scientific article; zbMATH DE number 5972285 (Why is no real title available?)
• An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
• Weighted sup-norm inequalities and their applications
• scientific article; zbMATH DE number 1066346 (Why is no real title available?)

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