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...

ver descrição completa

Detalhes bibliográficos
Autor principal: Arab, Idir (author)
Outros Autores: Oliveira, Paulo (author)
Formato: article
Idioma:por
Publicado em: 2018
Assuntos:
Texto completo:http://hdl.handle.net/10316/84950
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/84950