Characterizations of stochastic orders based on ratios of Laplace transforms
Jaroslaw Bartoszewicz
Statistics & Probability Letters, 1999, vol. 42, issue 2, 207-212
Abstract:
Characterizations of stochastic orders based on ratios of Laplace transforms are derived from characterizations of the hazard rate and reversed hazard rate orders. Inequalities for negative moments of ordered random variables are obtained as corollaries.
Keywords: Partial; orders; Characterization; theorem; TP2; property; Laplace; transform; Negative; moments (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:42:y:1999:i:2:p:207-212
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