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Characterizations of stochastic orders based on ratios of Laplace transforms

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  • 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
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    References listed on IDEAS

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    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.
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    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.

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