Stochastic orderings of convolution residuals

Fariba Amiripour, Baha-Eldin Khaledi () and Moshe Shaked ()

Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 4, 559-576

Abstract: In this paper we study convolution residuals, that is, if $$X_1,X_2,\ldots ,X_n$$ are independent random variables, we study the distributions, and the properties, of the sums $$\sum _{i=1}^lX_i-t$$ given that $$\sum _{i=1}^kX_i>t$$ , where $$t\in \mathbb R $$ , and $$1\le k\le l\le n$$ . Various stochastic orders, among convolution residuals based on observations from either one or two samples, are derived. As a consequence computable bounds on the survival functions and on the expected values of convolution residuals are obtained. Some applications in reliability theory and queueing theory are described. Copyright Springer-Verlag 2013

Keywords: Stochastic order; Hazard rate order; Mean residual life order; Likelihood ratio order; IFR; Logconcave density; Total positivity; Reliability theory; Queueing theory (search for similar items in EconPapers)
Date: 2013
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00184-012-0404-x (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:76:y:2013:i:4:p:559-576

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-012-0404-x

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().