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Stochastic Convexity of the Poisson Mixture Model

✍ Scribed by Michel Denuit; Claude Lefèvre; Moshe Shaked

Book ID: 110285387
Publisher: Springer US
Year: 2000
Tongue: English
Weight: 205 KB
Volume: 2
Category: Article
ISSN: 1387-5841
DOI: 10.1023/a:1010054211652

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The purpose of this note is two-fold. First we derive a simple condition under which two s-convex ordered random variables must be stochastically equal, and we indicate the potential usefulness of this result in statistics. Then we highlight the relationship between the canonical moments and the ext