IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v42y1999i2p207-212.html
   My bibliography  Save this article

Characterizations of stochastic orders based on ratios of Laplace transforms

Author

Listed:
  • Bartoszewicz, Jaroslaw

Abstract

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.

Suggested Citation

  • Bartoszewicz, Jaroslaw, 1999. "Characterizations of stochastic orders based on ratios of Laplace transforms," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 207-212, April.
    • Handle: RePEc:eee:stapro:v:42:y:1999:i:2:p:207-212
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00216-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bartoszewicz, J., 1987. "A note on dispersive ordering defined by hazard functions," Statistics & Probability Letters, Elsevier, vol. 6(1), pages 13-16, September.
    2. Joag-dev, Kumar & Kochar, Subhash & Proschan, Frank, 1995. "A general composition theorem and its applications to certain partial orderings of distributions," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 111-119, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bartoszewicz, Jaroslaw, 2000. "Stochastic orders based on the Laplace transform and infinitely divisible distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 121-129, November.
    2. Denuit, Michel, 2001. "Laplace transform ordering of actuarial quantities," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 83-102, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bartoszewicz, Jaroslaw, 1998. "Characterizations of the dispersive order of distributions by the Laplace transform," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 23-29, September.
    2. Khaledi, Baha-Eldin & Shaked, Moshe, 2010. "Stochastic comparisons of multivariate mixtures," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2486-2498, November.
    3. Satya R. Chakravarty & Pietro Muliere, 2003. "Welfare indicators: A review and new perspectives. 1. Measurement of inequality," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 457-497.
    4. Bartoszewicz, Jaroslaw, 2000. "Stochastic orders based on the Laplace transform and infinitely divisible distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 121-129, November.
    5. Peng Zhao & N. Balakrishnan, 2011. "Dispersive ordering of fail-safe systems with heterogeneous exponential components," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(2), pages 203-210, September.
    6. Belzunce, F. & Pellerey, Franco & Ruiz, J. M. & Shaked, Moshe, 1997. "The dilation order, the dispersion order, and orderings of residual lives," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 263-275, May.
    7. Khaledi, Baha-Eldin & Kochar, Subhash, 2000. "On dispersive ordering between order statistics in one-sample and two-sample problems," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 257-261, February.
    8. Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe, 2003. "Multivariate hazard rate orders," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 173-189, January.
    9. Taizhong Hu & Asok K. Nanda & Huiliang Xie & Zegang Zhu, 2004. "Properties of some stochastic orders: A unified study," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(2), pages 193-216, March.
    10. Dewan, Isha & Khaledi, Baha-Eldin, 2014. "On stochastic comparisons of residual life time at random time," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 73-79.
    11. Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe, 2014. "Stochastic comparisons of order statistics and their concomitants," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 105-115.
    12. Subhash Kochar & Hari Mukerjee & Francisco J. Samaniego, 1999. "The “signature” of a coherent system and its application to comparisons among systems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(5), pages 507-523, August.
    13. Omid Shojaee & Majid Asadi & Maxim Finkelstein, 2021. "On Some Properties of $$\alpha $$ α -Mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1213-1240, November.
    14. Arijit Patra & Chanchal Kundu, 2019. "On generalized orderings and ageing classes for residual life and inactivity time at random time," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(6), pages 691-704, August.
    15. Omid Shojaee & Manoochehr Babanezhad, 2023. "On some stochastic comparisons of arithmetic and geometric mixture models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(5), pages 499-515, July.
    16. Bartoszewicz, Jaroslaw, 2002. "Mixtures of exponential distributions and stochastic orders," Statistics & Probability Letters, Elsevier, vol. 57(1), pages 23-31, March.
    17. Antonio Di Crescenzo & Franco Pellerey, 2019. "Some Results and Applications of Geometric Counting Processes," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 203-233, March.
    18. Fernández-Ponce, J.M. & Rodríguez-Griñolo, R., 2006. "Preserving multivariate dispersion: An application to the Wishart distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1208-1220, May.
    19. Bartoszewicz, Jaroslaw, 1998. "Applications of a general composition theorem to the star order of distributions," Statistics & Probability Letters, Elsevier, vol. 38(1), pages 1-9, May.
    20. Jongwoo Jeon & Subhash Kochar & Chul Park, 2006. "Dispersive ordering—Some applications and examples," Statistical Papers, Springer, vol. 47(2), pages 227-247, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:42:y:1999:i:2:p:207-212. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.