Stochastic orders based on ratios of Laplace transforms

被引：37

作者：

Shaked, M ^{[1
]}

Wong, TT ^{[1
]}

机构：

[1] COMMUNITY COLL SO NEVADA,DEPT MATH,N LAS VEGAS,NV 89030

来源：

JOURNAL OF APPLIED PROBABILITY | 1997年 / 34卷 / 02期

关键词：

preservation properties; increasing convex order; increasing concave order; hazard rate order; reverse hazard rate order; likelihood ratio order; usual stochastic order; Laplace transform; Laplace transform order; random minima and maxima; reliability theory;

D O I：

10.2307/3215380

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The purpose of this paper is to study two notions of stochastic comparisons of nonnegative random variables via ratios that are determined by their Laplace transforms. Some interpretations of the new orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory are described.

引用

页码：404 / 419

页数：16

共 17 条

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