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Orders of limits for stationary distributions, stochastic dominance, and stochastic stability

✍ Scribed by William H. Sandholm

Book ID
119937640
Publisher
The Econometric Society
Year
2010
Tongue
English
Weight
298 KB
Volume
5
Category
Article
ISSN
1933-6837

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πŸ“œ SIMILAR VOLUMES

Mixtures of exponential distributions an
Mixtures of exponential distributions and stochastic orders
✍ JarosΕ‚aw Bartoszewicz πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 109 KB

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.