Stochastic equivalence of ordered random variables with applications in reliability theory

Haijun Li and Haolong Zhu

Statistics & Probability Letters, 1994, vol. 20, issue 5, 383-393

Abstract: This paper presents some conditions for stochastic equality of (univariate or multivariate) random variables under various stochastic orderings. The main results provide generalizations of several known results. Applications to stochastic equivalence and characterization problems associated with multivariate NBU (NBUE) distributions are also included.

Keywords: Stochastic; ordering; Stochastic; equality; Multivariate; new; better; than; used; distributions; Multivariate; new; better; than; used; in; expectation; distributions; Multivariate; exponential; distributions; Reliability; theory (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (5)

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