Comparing the Variability of Random Variables and Point Processes

DOI10.1017/S0269964800005301zbMath0964.60014OpenAlexW2137414059MaRDI QIDQ4950725

J. George Shanthikumar, Mark Brown

Publication date: 8 July 2001

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800005301

zbMATH Keywords

stochastic orderspoint processvariability of random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Preservation properties of stochastic orders by transformation to the transmuted-G model ⋮ Preservation of some likelihood ratio stochastic orders by order statistics ⋮ An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. ⋮ Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory ⋮ Likelihood ratio order of \(m\)-spacings for two samples ⋮ Some preservation properties of shifted stochastic orders ⋮ On Upshifted Reversed Mean Residual Life Order ⋮ On preservation of some shifted and proportional orders by systems

Cites Work

• Fisher's information in terms of the hazard rate
• Parametric stochastic convexity and concavity of stochastic processes
• The preservation of likelihood ratio ordering under convolution
• The multivariate hazard construction
• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• On estimating equations with censored data