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Closure properties of some partial orderings under mixing

✍ Scribed by Ole Hesselager


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
486 KB
Volume
22
Category
Article
ISSN
0167-6687

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✦ Synopsis


We investigate under which conditions a partial ordering between distributions is preserved when these are used as mixing distributions with the same kernel distribution. We find that the (nth order) stop-loss ordering is closed in this sense under mixing of a scale parameter, and that the (nth order) failure rate ordering is closed under scale mixing when the kernel density is totally positive of order 2 in the observation and the scale parameter.


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The reversed (backward) hazard rate ordering is an ordering for random variables which compares lifetimes with respect to their reversed hazard rate functions. In this paper, we have given some sufficient conditions under which the ordering between the components with respect to the reversed hazard