Comparing the variability of random variables and point processes

Probability in the Engineering and Informational Sciences

Volumn 12, Issue 4, 1998, Pages 425-444

  Brown, Mark ^a   Shanthikumar, J George ^b  

^a CITY COLLEGE OF NEW YORK   (United States)

^b DEPARTMENT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FUNCTIONS; POISSON DISTRIBUTION; RANDOM VARIABLES; STOCHASTIC SYSTEMS;

CONVEX FUNCTIONS; HOMOGENEOUS POISSON PROCESS; MEAN RESIDUAL LIFE; NON-HOMOGENEOUS; NON-HOMOGENEOUS POISSON PROCESS; POISSON PROCESS; RENEWAL PROCESS; STOCHASTIC ORDER;

VALUE ENGINEERING;

EID: 0032342946     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0269964800005301     Document Type: Article

References (9)

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3. Brown, M. (1990). On a correlation inequality and its applications. In H.W. Block, A.R. Sampson & T.H. Savits (eds.), Topics in statistical dependence. Institute of the Mathematical Statistics Lecture Notes/Monograph Series. 16, pp. 111-119.
4. Efron, B. & Johnstone, I.M. (1990). Fisher's information in terms of the hazard rate. The Annals of Statistics 18: 38-62.
5. James, I.R. (1986). On estimating equations with censored data. Biometrika 73: 35-42.
6. Shaked, M. & Shanthikumar, J.G. (1987). The multivariate hazard construction. Stochastic Processes and Their Applications 24: 241-258.
7. Shaked, M. & Shanthikumar, J.G. (1990). Parametric stochastic convexity and concavity of stochastic processes. Annals of the Institute of Statistical Mathematics 42: 509-531
8. Shaked, M. & Shanthikumar, J.G. (1993). Stochastic orders and their applications. New York: Academic Press.
9. Shanthikumar, J.G. & Yao, D.D. (1987). The preservation of likelihood ratio ordering under convolution. Stochastic Processes and Their Applications 23: 259-267.