𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic orders based on the Laplace transform and infinitely divisible distributions

✍ Scribed by Jarosław Bartoszewicz

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
101 KB
Volume
50
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

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 distributions. New characterizations of the so-called L-class of distributions are given.

📜 SIMILAR VOLUMES

Characterizations of stochastic orders b
Characterizations of stochastic orders based on ratios of Laplace transforms
✍ Jarosław 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 81 KB

Characterizations of stochastic orders based on ratios of Laplace transforms are derived from characterizations of the hazard rate and reversed hazard rate orders. Inequalities for negative moments of ordered random variables are obtained as corollaries.