Abstract
We consider sufficient conditions for stochastic equivalence of convex ordered random variables. Our main results apply to all convex ordered distributions on the real line and improve on a recent result of Huang and Lin [8] for equality in distribution of convex ordered survival times. Illustrative applications include testing for equality in distribution with convex ordered alternatives and demonstrating several earlier results on stochastic equivalence as special cases.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 33-48 |
| Number of pages | 16 |
| Journal | Probability in the Engineering and Informational Sciences |
| Volume | 14 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2000 |
| Externally published | Yes |
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Management Science and Operations Research
- Industrial and Manufacturing Engineering