Convex extrema for nonincreasing discrete distributions: effects of convexity constraints

DOI10.1016/J.JMAA.2014.10.071zbMath1382.60039OpenAlexW4299684700MaRDI QIDQ472384

Manel Kacem, Stéphane Loisel, Claude Lefèvre

Publication date: 19 November 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.10.071

zbMATH Keywords

discrete distributionconvex ordering and extremaconvexity type constraintsinsurance problemsnonincreasing density

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05)

Related Items (1)

Testing \(k\)-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population

Cites Work

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• The s-convex orders among real random variables, with applications
• Comparing sums of exchangeable Bernoulli random variables
• An unusual stochastic order relation with some applications in sampling and epidemic theory

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