ITERATED FAILURE RATE MONOTONICITY AND ORDERING RELATIONS WITHIN GAMMA AND WEIBULL DISTRIBUTIONS
Stochastic ordering of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual verification of stochastic orderings is not simple, as this depends on inverting di...
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Format: | article |
Language: | por |
Published: |
2018
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Online Access: | http://hdl.handle.net/10316/84950 |
Country: | Portugal |
Oai: | oai:estudogeral.sib.uc.pt:10316/84950 |