Mixtures of exponential distributions and stochastic orders
type: Item
instance of: scholarly article
title: Mixtures of exponential distributions and stochastic orders
zbMATH Open document ID: 1004.60011
DOI: 10.1016/S0167-7152(02)00034-2
published in: Statistics \& Probability Letters
publication date: 2002-09-05T00:00:00Z
review text: Let \(X\) and \(Y\) be two random variables with respective distribution functions \(F\) and \(G\). Denote by \(\widetilde{X}\) the random variable whose distribution function \(\widetilde{F}\) is a mixture of exponential distributions given by \(\widetilde{F}(s)=\int_0^\infty(1-e^{-sx}) dF(x)\), \(s\geq 0\). Similarly define \(\widetilde{Y}\). The author finds conditions under which various stochastic order relationships between \(X\) and \(Y\) yield similar stochastic order relationships between \(\widetilde{X}\) and \(\widetilde{Y}\).
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 1796713
author: Jarosław Bartoszewicz
reviewed by: Moshe Shaked
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1796713