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A general composition theorem and its applications to certain partial orderings of distributions

Author

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  • Joag-dev, Kumar
  • Kochar, Subhash
  • Proschan, Frank

Abstract

A composition theorem for functions obeying certain positive ordering is proved. The novelty of the present version is that unlike earlier results which assume both components of the composition to be distributions or survival functions, one of the components is allowed to be negative and unbounded. The theorem is applied to yield very simple proof of characterizations for failure rate orderings of distributions given recently by Capéraà (1988). We also use this composition theorem to give a characterization of two distributions with ordered mean residual life functions.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:stapro:v:22:y:1995:i:2:p:111-119
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    Citations

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    Cited by:

    1. Khaledi, Baha-Eldin & Shaked, Moshe, 2010. "Stochastic comparisons of multivariate mixtures," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2486-2498, November.
    2. Bartoszewicz, Jaroslaw, 1998. "Applications of a general composition theorem to the star order of distributions," Statistics & Probability Letters, Elsevier, vol. 38(1), pages 1-9, May.
    3. Dewan, Isha & Khaledi, Baha-Eldin, 2014. "On stochastic comparisons of residual life time at random time," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 73-79.
    4. Bartoszewicz, Jaroslaw, 1999. "Characterizations of stochastic orders based on ratios of Laplace transforms," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 207-212, April.
    5. Antonio Di Crescenzo & Franco Pellerey, 2019. "Some Results and Applications of Geometric Counting Processes," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 203-233, March.
    6. Arijit Patra & Chanchal Kundu, 2021. "Stochastic comparisons and ageing properties of residual lifetime mixture models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 94(1), pages 123-143, August.
    7. Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe, 2003. "Multivariate hazard rate orders," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 173-189, January.
    8. Omid Shojaee & Majid Asadi & Maxim Finkelstein, 2021. "On Some Properties of $$\alpha $$ α -Mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1213-1240, November.
    9. Arijit Patra & Chanchal Kundu, 2019. "On generalized orderings and ageing classes for residual life and inactivity time at random time," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(6), pages 691-704, August.
    10. Taizhong Hu & Asok K. Nanda & Huiliang Xie & Zegang Zhu, 2004. "Properties of some stochastic orders: A unified study," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(2), pages 193-216, March.
    11. Bartoszewicz, Jaroslaw, 1998. "Characterizations of the dispersive order of distributions by the Laplace transform," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 23-29, September.
    12. 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.
    13. Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe, 2014. "Stochastic comparisons of order statistics and their concomitants," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 105-115.
    14. Subhash Kochar & Hari Mukerjee & Francisco J. Samaniego, 1999. "The “signature” of a coherent system and its application to comparisons among systems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(5), pages 507-523, August.
    15. 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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