New order preserving properties of geometric compounds

Manish C. Bhattacharjee, S. Ravi, R. Vasudeva and N. R. Mohan

Statistics & Probability Letters, 2003, vol. 64, issue 2, 113-120

Abstract: We show that randomly stopped partial sums of nonnegative i.i.d. sequences with a geometric stopping variable, inherit some nonparametric class properties defined via the Laplace ordering and that the corresponding converses also hold. Our findings extend earlier results in this direction available in the literature, and are stronger in the sense of reciprocity of closure under the weaker nonparametric assumptions.

Keywords: Geometric; compounds; Nonparametric; classes; Laplace; ordering (search for similar items in EconPapers)
Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00039-7
Full text for ScienceDirect subscribers only

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:eee:stapro:v:64:y:2003:i:2:p:113-120

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().