Moment inequalities for sums of DMRL random variables

被引：5

作者：

Fagiuoli, E ^{[1
]}

Pellerey, F ^{[1
]}

机构：

[1] UNIV URBINO,IST BIOMATEMAT,I-61029 URBINO,ITALY

来源：

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

关键词：

moment inequalities; ageing properties; DMRL; NBUE; HNBUE; sums of independent variables; MR stochastic order; moment generating functions;

D O I：

10.2307/3215391

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：

Some moment inequalities are known to be Valid for non-parametric lifetime distribution classes. Here we consider one set of these inequalities, which hold for random variables that are DMRL (decreasing in mean residual life). We prove that such inequalities are satisfied by variables which are sums of DMRL random variables too, though these sums are not necessarily DMRL. Related results are shown, together with similar results valid for the stochastic comparison in mean residual life.

引用

页码：525 / 535

页数：11

共 21 条

[1] LAPLACE ORDERING AND ITS APPLICATIONS [J].