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Mixtures of exponential distributions and stochastic orders

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  • Bartoszewicz, Jaroslaw

Abstract

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.

Suggested Citation

  • Bartoszewicz, Jaroslaw, 2002. "Mixtures of exponential distributions and stochastic orders," Statistics & Probability Letters, Elsevier, vol. 57(1), pages 23-31, March.
    • Handle: RePEc:eee:stapro:v:57:y:2002:i:1:p:23-31
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    References listed on IDEAS

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    1. Alzaid, Abdulhamid A. & Proschan, Frank, 1992. "Dispersivity and stochastic majorization," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 275-278, March.
    2. Bartoszewicz, J., 1987. "A note on dispersive ordering defined by hazard functions," Statistics & Probability Letters, Elsevier, vol. 6(1), pages 13-16, September.
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    Cited by:

    1. Paltanea, Eugen, 2011. "Bounds for mixtures of order statistics from exponentials and applications," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 896-907, May.
    2. Alimohammadi, Mahdi & Esna-Ashari, Maryam & Cramer, Erhard, 2021. "On dispersive and star orderings of random variables and order statistics," Statistics & Probability Letters, Elsevier, vol. 170(C).
    3. Bartoszewicz, Jaroslaw & Skolimowska, Magdalena, 2006. "Preservation of classes of life distributions and stochastic orders under weighting," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 587-596, March.

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