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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Bibliographic Details
Main Author: Arab, Idir (author)
Other Authors: Oliveira, Paulo (author)
Format: article
Language:por
Published: 2018
Subjects:
Online Access:http://hdl.handle.net/10316/84950
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/84950