PRESERVATION OF STOCHASTIC ORDERS UNDER MIXTURES OF EXPONENTIAL DISTRIBUTIONS

Recently, Bartoszewicz [5,6] considered mixtures of exponential distributions treated as the Laplace transforms of mixing distributions and established some stochastic order relations between them: star order, dispersive order, dilation. In this article the preservation of the likelihood ratio, haza...

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Bibliographic Details
Published in:Probability in the engineering and informational sciences 2006-10, Vol.20 (4), p.655-666
Main Authors: Bartoszewicz, Jarosław, Skolimowska, Magdalena
Format: Article
Language:English
Subjects:
Laplace transforms
Normal distribution
Probability
Random variables
Stochastic models
Studies
Citations: Items that cite this one
Online Access:Get full text
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Summary:Recently, Bartoszewicz [5,6] considered mixtures of exponential distributions treated as the Laplace transforms of mixing distributions and established some stochastic order relations between them: star order, dispersive order, dilation. In this article the preservation of the likelihood ratio, hazard rate, reversed hazard rate, mean residual life, and excess wealth orders under exponential mixtures is studied. Some new preservation results for the dispersive order are given, as well as the preservation of the convex transform order, and the star one is discussed.
ISSN:0269-9648
1469-8951
DOI:10.1017/S0269964806060402