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Stochastic equivalence of ordered random variables with applications in reliability theory

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  • Li, Haijun
  • Zhu, Haolong

Abstract

This paper presents some conditions for stochastic equality of (univariate or multivariate) random variables under various stochastic orderings. The main results provide generalizations of several known results. Applications to stochastic equivalence and characterization problems associated with multivariate NBU (NBUE) distributions are also included.

Suggested Citation

  • Li, Haijun & Zhu, Haolong, 1994. "Stochastic equivalence of ordered random variables with applications in reliability theory," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 383-393, August.
    • Handle: RePEc:eee:stapro:v:20:y:1994:i:5:p:383-393
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    Citations

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    Cited by:

    1. J. Huang & G. Lin, 1999. "Equality in Distribution in a Convex Ordering Family," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(2), pages 345-349, June.
    2. Denuit, Michel & Lefèvre, Claude & Shaked, Moshe, 2000. "On the theory of high convexity stochastic orders," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 287-293, April.
    3. Sordo, Miguel A., 2008. "Characterizations of classes of risk measures by dispersive orders," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1028-1034, June.
    4. Miguel Sordo & Héctor Ramos, 2007. "Characterization of stochastic orders by L-functionals," Statistical Papers, Springer, vol. 48(2), pages 249-263, April.
    5. Li, Haijun & Xu, Susan H., 2001. "Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 63-89, January.

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