Stochastic comparisons of weighted sums of arrangement increasing random variables

DOI10.1016/j.spl.2015.03.012zbMath1330.60038OpenAlexW1986540530MaRDI QIDQ889020

Subhash C. Kochar, Min Yuan, Xiaoqing Pan

Publication date: 5 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://pdxscholar.library.pdx.edu/cgi/viewcontent.cgi?article=1104&context=mth_fac

zbMATH Keywords

majorizationusual stochastic orderincreasing convex orderarrangement increasingjoint likelihood ratio orderingsupermodular (submodular)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Reliability and life testing (62N05)

Related Items (6)

On capital allocation for stochastic arrangement increasing actuarial risks ⋮ A new proof for the peakedness of linear combinations of random variables ⋮ On allocations to portfolios of assets with statistically dependent potential risk returns ⋮ Joint stochastic orders of high degrees and their applications in portfolio selections ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ On the increasing convex order of generalized aggregation of dependent random variables

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