New order preserving properties of geometric compounds

✍ Scribed by Manish C. Bhattacharjee; S. Ravi; R. Vasudeva; N.R. Mohan

• Book ID: 104302086
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 215 KB
• Volume: 64
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(03)00039-7

✦ Synopsis

We show that randomly stopped partial sums of nonnegative i.i.d. sequences with a geometric stopping variable, inherit some nonparametric class properties deÿned via the Laplace ordering and that the corresponding converses also hold. Our ÿndings extend earlier results in this direction available in the literature, and are stronger in the sense of reciprocity of closure under the weaker nonparametric assumptions.