Mixtures of exponential distributions and stochastic orders
AbstractMixtures 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 57 (2002)
Issue (Month): 1 (March)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Find related papers by JEL classification:
- Par - Economic Systems - - - - -
- ord - - - - - -
- Lap - Industrial Organization - - - - -
- tra - - - - - -
- Con - Mathematical and Quantitative Methods - - - - -
- Exp - Macroeconomics and Monetary Economics - - - - -
- dis - - - - - -
- Mix - Business Administration and Business Economics; Marketing; Accounting - - - - -
- DFR - Microeconomics - - - - -
- DRF - Microeconomics - - - - -
- Dil - Microeconomics - - - - -
- TP2 - - - - - -
- pro - - - - - -
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bartoszewicz, J., 1987. "A note on dispersive ordering defined by hazard functions," Statistics & Probability Letters, Elsevier, vol. 6(1), pages 13-16, September.
- Alzaid, Abdulhamid A. & Proschan, Frank, 1992. "Dispersivity and stochastic majorization," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 275-278, March.
- 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.
- 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.
If references are entirely missing, you can add them using this form.