Non-comparability with respect to the convex transform order with applications

DOI10.1017/JPR.2020.67MaRDI QIDQ5139935zbMATH OpenOpenAlexFDO

Authors Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira

Publication date 11 December 2020

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

Full work available at URL https://arxiv.org/abs/1909.03024

zbMATH Keywords

convex transform orderfailure raterapidly varying functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Reliability and life testing (62N05)

Abstract: In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results that enable researchers to use simple tools to conclude that two random variables are not comparable with respect to the convex transform order. The criteria are applied to prove the non-comparability of parallel systems with components that are either exponential, Weibull or Gamma distributed, providing a negative answer for a conjecture about comparability with respect to the convex transform order in a much broader scope than its initial statement.

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Cites work

• Comparisons of Parallel Systems According to the Convex Transform Order
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• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
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Cited in

(1)

• Convex transform order of Beta distributions with some consequences

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