Probabilistic mean value theorems for conditioned random variables with applications

DOI10.1002/ASMB.2427MaRDI QIDQ6574602FDOQ6574602

Authors: Antonio Di Crescenzo, Georgios Psarrakos

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Wasserstein distance residual entropy equilibrium distribution mean residual lifetime additive hazard model stop-loss distance hazard rate and reversed hazard rate

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

Stochastic orders
ROLE OF EQUILIBRIUM DISTRIBUTION IN RELIABILITY STUDIES
On cumulative residual (past) inaccuracy for truncated random variables
Title not available (Why is that?)
A probabilistic analogue of the mean value theorem and its applications to reliability theory
Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
Title not available (Why is that?)
A Non-Parametric Entropy-Based Approach to Detect Changes in Climate Extremes
A multispecies birth-death-immigration process and its diffusion approximation
Stochastic comparisons of generalized mixtures and coherent systems
On relative ordering of mean residual lifetime functions
A probabilistic generalization of Taylor's theorem
On a probabilistic generalization of Taylor's theorem
On the fractional probabilistic Taylor's and mean value theorems
ON THE MEAN INACTIVITY TIME ORDERING WITH RELIABILITY APPLICATIONS
FURTHER RESULTS INVOLVING THE MIT ORDER AND THE IMIT CLASS
Residual and past entropy in actuarial science and survival models
An introduction to stochastic orders
Reduction in mean residual life in the presence of a constant competing risk
On non-monotonic ageing properties from the Laplace transform, with actuarial applications
New partial ordering of survival functions based on the notion of uncertainty
Characterizations of the hazard rate order and IFR aging notion
On the discrimination problem for a class of stochastic processes with ordered first-passage times
Combination of mean residual life order with reliability applications
A quantile-based probabilistic mean value theorem
On some measures and distances for positive random variables

This page was built for publication: Probabilistic mean value theorems for conditioned random variables with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574602)