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Mixtures of exponential distributions and stochastic orders


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  • Bartoszewicz, Jaroslaw
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    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.

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    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 57 (2002)
    Issue (Month): 1 (March)
    Pages: 23-31

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    Handle: RePEc:eee:stapro:v:57:y:2002:i:1:p:23-31

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    Keywords: Partial orders Laplace transform Convolutions Exponential distribution Mixtures DFR DRFR Dilation TP2 property;

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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. 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.
    2. 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.


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