𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Mixtures of exponential distributions and stochastic orders

✍ Scribed by Jarosław Bartoszewicz


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
109 KB
Volume
57
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis


Mixtures of exponential distributions are treated as the Laplace transforms of mixing distributions. Using results on stochastic orders based on the Laplace transform order relations for the mixtures are derived. Preservation of some stochastic orders under the mixtures is studied.


📜 SIMILAR VOLUMES


Stochastic Orders for Spacings of Hetero
✍ Subhash C Kochar; Ramesh Korwar 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 489 KB

We obtain some new results on normalized spacings of independent exponential random variables with possibly different scale parameters. It is shown that the density functions of the individual normalized spacings in this case are mixtures of exponential distributions and, as a result, they are log-c

Stochastic orders based on the Laplace t
✍ Jarosław Bartoszewicz 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 101 KB

Recently, Bartoszewicz (1999, Statist. Probab. Lett. 42, 207-212), has given characterizations of stochastic orders based on the Laplace transform and obtained moment inequalities for ordered distributions. In this note, we give some relations between these orders and inÿnitely divisible distributio

Stochastic comparisons of mixtures of co
✍ Félix Belzunce; Moshe Shaked 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 116 KB

In this paper we ÿrst obtain several results which compare mixtures of distributions in the (increasing) convex and concave stochastic orders. We employ these results to derive relatively weak conditions on the intensity functions of a pair of nonhomogeneous Poisson processes (in fact, on the distri