A general family of univariate stochastic orders

作者：Li Xiaohu; Shaked Moshe^*

来源：Journal of Statistical Planning and Inference, 2007, 137(11): 3601-3610.

DOI：10.1016/j.jspi.2007.03.035

• total time on test transform
• dispersive order
• location independent riskier order
• dispersive order
• distortion function
• premium
• Lehmann's alternatives
• coherent system
• proportional hazards
• reliability function

In this paper we introduce and study a family of univariate stochastic orders parameterized by a function h. The usual stochastic order <= (st) and the total time on test transform order <= (ttt), are special cases of this new family. We study some properties of the new family. and we give some applications of it in actuarial science, reliability theory, and statistics.

• 出版日期2007-11-1
• 单位兰州大学