Stochastic orders based on the Laplace transform and infinitely divisible distributions

Jaroslaw Bartoszewicz

Statistics & Probability Letters, 2000, vol. 50, issue 2, 121-129

Abstract: Recently, Bartoszewicz (1999, Statist. Probab. Lett. 42, 207-212), has given characterizations of stochastic orders based on the Laplace transform and obtained moment inequalities for ordered distributions. In this note, we give some relations between these orders and infinitely divisible distributions. New characterizations of the so-called -class of distributions are given.

Keywords: Partial; orders; Characterization; theorem; Exponential; distribution; Gamma; distribution; Laplace; transform; Completely; monotone; functions; Negative; moments; -class (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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