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Characterizations of stochastic orders based on ratios of Laplace transforms

✍ Scribed by Jarosław

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
81 KB
Volume
42
Category
Article
ISSN
0167-7152

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✦ Synopsis

Characterizations of stochastic orders based on ratios of Laplace transforms are derived from characterizations of the hazard rate and reversed hazard rate orders. Inequalities for negative moments of ordered random variables are obtained as corollaries.

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