A new stochastic order based upon Laplace transform with applications

Xiaohu Li, Xiaoliang Ling, Ping Li

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

This paper deals with nonnegative random variables having Laplace transforms as their reliability functions. We study a new stochastic order based upon Laplace transform. Some applications in actuarial science, frailty models and reliability are presented as well.

Original languageEnglish
Pages (from-to)2624-2630
Number of pages7
JournalJournal of Statistical Planning and Inference
Volume139
Issue number8
DOIs
StatePublished - 1 Aug 2009

Keywords

  • DFR
  • Equilibrium distribution
  • Frailty models
  • Length-biased distribution
  • Random extreme
  • Shocks model

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