A general family of univariate stochastic orders

Xiaohu Li; Moshe Shaked

doi:10.1016/j.jspi.2007.03.035

A general family of univariate stochastic orders

Xiaohu Li
, Moshe Shaked

Department of Mathematical Sciences

University of Arizona

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

In this paper we introduce and study a family of univariate stochastic orders parameterized by a function h. The usual stochastic order ≤_st, and the total time on test transform order ≤_ttt, are special cases of this new family. We study some properties of the new family, and we give some applications of it in actuarial science, reliability theory, and statistics.

Original language	English
Pages (from-to)	3601-3610
Number of pages	10
Journal	Journal of Statistical Planning and Inference
Volume	137
Issue number	11
DOIs	https://doi.org/10.1016/j.jspi.2007.03.035
State	Published - 1 Nov 2007

Keywords

Coherent system
Dispersive order
Distortion function
Lehmann's alternatives
Location independent riskier order
Premium
Proportional hazards
Reliability function
Total time on test transform

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10.1016/j.jspi.2007.03.035

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title = "A general family of univariate stochastic orders",

abstract = "In this paper we introduce and study a family of univariate stochastic orders parameterized by a function h. The usual stochastic order ≤st, and the total time on test transform order ≤ttt, are special cases of this new family. We study some properties of the new family, and we give some applications of it in actuarial science, reliability theory, and statistics.",

keywords = "Coherent system, Dispersive order, Distortion function, Lehmann's alternatives, Location independent riskier order, Premium, Proportional hazards, Reliability function, Total time on test transform",

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AB - In this paper we introduce and study a family of univariate stochastic orders parameterized by a function h. The usual stochastic order ≤st, and the total time on test transform order ≤ttt, are special cases of this new family. We study some properties of the new family, and we give some applications of it in actuarial science, reliability theory, and statistics.

KW - Coherent system

KW - Dispersive order

KW - Distortion function

KW - Lehmann's alternatives

KW - Location independent riskier order

KW - Premium

KW - Proportional hazards

KW - Reliability function

KW - Total time on test transform

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DO - 10.1016/j.jspi.2007.03.035

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SN - 0378-3758

VL - 137

SP - 3601

EP - 3610

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 11

ER -

A general family of univariate stochastic orders

Abstract

Keywords

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