메뉴 건너뛰기




Volumn 43, Issue 3, 2006, Pages 704-712

Stochastic orders and majorization of mean order statistics

Author keywords

Continuous majorization; Convex order; Discrete majorization; Increasing convex order; Order statistic; Schur convex function; Stochastic ordering

Indexed keywords


EID: 34047105720     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1158784940     Document Type: Article
Times cited : (18)

References (19)
  • 1
    • 38249013891 scopus 로고    scopus 로고
    • ALZAID, A. A. AND PROSCHAN, F. (1992). Dispersivity and stochastic majorization. Statist. Prob. Lett. 13, 275-278.
    • ALZAID, A. A. AND PROSCHAN, F. (1992). Dispersivity and stochastic majorization. Statist. Prob. Lett. 13, 275-278.
  • 2
    • 34047097250 scopus 로고    scopus 로고
    • ARNOLD, B. C., BALAKRISHNAN, N. AND NAGARAJA, H. N. (1992). A First Course in Order Statistics. John Wiley, New York.
    • ARNOLD, B. C., BALAKRISHNAN, N. AND NAGARAJA, H. N. (1992). A First Course in Order Statistics. John Wiley, New York.
  • 3
    • 0031554143 scopus 로고    scopus 로고
    • BELZUNCE, F., PELLEREY, F., RUIZ, J. M. AND SHAKED, M. (1997). The dilation order, the dispersive order, and orderings of residual lives. Statist. Prob. Lett. 33, 263-275.
    • BELZUNCE, F., PELLEREY, F., RUIZ, J. M. AND SHAKED, M. (1997). The dilation order, the dispersive order, and orderings of residual lives. Statist. Prob. Lett. 33, 263-275.
  • 4
    • 34047150278 scopus 로고    scopus 로고
    • BARLOW, R. E. AND PROSCHAN, F. (1966). Inequalities for linear combinations of order statistics from restricted families. Ann. Math. Statist. 37, 1574-1592.
    • BARLOW, R. E. AND PROSCHAN, F. (1966). Inequalities for linear combinations of order statistics from restricted families. Ann. Math. Statist. 37, 1574-1592.
  • 5
    • 0012276976 scopus 로고
    • Some extensions of a theorem of Hardy, Littlewood and Pólya and their applications
    • CHONG, K.-M. (1974). Some extensions of a theorem of Hardy, Littlewood and Pólya and their applications. Canad. J. Math. 26, 1321-1340.
    • (1974) Canad. J. Math , vol.26 , pp. 1321-1340
    • CHONG, K.-M.1
  • 6
    • 34047107127 scopus 로고    scopus 로고
    • DOWNEY, P. J. AND MAIER, R. S. (1992). Orderings arising from expected extremes, with an application. In Stochastic Inequalities (IMS Lecture Notes Monogr. Ser. 22), Institute of Mathematical Statistics, Hayward, CA, pp. 66-75.
    • DOWNEY, P. J. AND MAIER, R. S. (1992). Orderings arising from expected extremes, with an application. In Stochastic Inequalities (IMS Lecture Notes Monogr. Ser. 22), Institute of Mathematical Statistics, Hayward, CA, pp. 66-75.
  • 7
    • 34047129053 scopus 로고    scopus 로고
    • HARDY, G. H., LITTLEWOOD, J. E. AND PÓLYA, G. (1929). Some simple inequalities satisfied by convex functions. Messenger Math. 58, 145-152.
    • HARDY, G. H., LITTLEWOOD, J. E. AND PÓLYA, G. (1929). Some simple inequalities satisfied by convex functions. Messenger Math. 58, 145-152.
  • 8
    • 34047137014 scopus 로고    scopus 로고
    • HARDY, G. H., LITTLEWOOD, J. E. AND PÓLYA, G. (1934). Inequalities. Cambridge University Press.
    • HARDY, G. H., LITTLEWOOD, J. E. AND PÓLYA, G. (1934). Inequalities. Cambridge University Press.
  • 9
    • 34047112148 scopus 로고    scopus 로고
    • HARDY, G. H., LITTLEWOOD, J. E. AND PÓLYA, G. (1952). Inequalities, 2nd edn. Cambridge University Press.
    • HARDY, G. H., LITTLEWOOD, J. E. AND PÓLYA, G. (1952). Inequalities, 2nd edn. Cambridge University Press.
  • 10
    • 0012985753 scopus 로고
    • Moment problem of order statistics: A review
    • HUANG, J. S. (1989). Moment problem of order statistics: a review. Internat. Statist. Rev. 57, 59-66.
    • (1989) Internat. Statist. Rev , vol.57 , pp. 59-66
    • HUANG, J.S.1
  • 11
    • 34047153870 scopus 로고    scopus 로고
    • JOHNSON, N. L., KOTZ, S. AND KEMP, A. W. (1992). Univariate Discrete Distributions, 2nd edn. John Wiley, New York.
    • JOHNSON, N. L., KOTZ, S. AND KEMP, A. W. (1992). Univariate Discrete Distributions, 2nd edn. John Wiley, New York.
  • 12
    • 34047186883 scopus 로고    scopus 로고
    • MARSHALL, A. W. AND OLKIN, I. (1979). Inequalities: Theory of Majorization and Its Applications. Academic Press, Boston, MA.
    • MARSHALL, A. W. AND OLKIN, I. (1979). Inequalities: Theory of Majorization and Its Applications. Academic Press, Boston, MA.
  • 13
    • 34047163397 scopus 로고    scopus 로고
    • MÜLLER, A. AND STOYAN, D. (2002). Comparison Methods for Stochastic Models and Risks. John Wiley, New York.
    • MÜLLER, A. AND STOYAN, D. (2002). Comparison Methods for Stochastic Models and Risks. John Wiley, New York.
  • 14
    • 0009247694 scopus 로고
    • Ordering of distributions and rearrangement of functions
    • RÜSCHENDORF, L. (1981). Ordering of distributions and rearrangement of functions. Ann. Prob. 9, 276-283.
    • (1981) Ann. Prob , vol.9 , pp. 276-283
    • RÜSCHENDORF, L.1
  • 15
    • 34047114317 scopus 로고    scopus 로고
    • SHAKED, M. AND SHANTHIKUMAR, J. G. (1994). Stochastic Orders and Their Applications. Academic Press, New York.
    • SHAKED, M. AND SHANTHIKUMAR, J. G. (1994). Stochastic Orders and Their Applications. Academic Press, New York.
  • 17
    • 34047138292 scopus 로고
    • A note on moment inequalities for order statistics from star-shaped distributions
    • SZEKLI, R. (1987). A note on moment inequalities for order statistics from star-shaped distributions. Zastos. Mat. 19, 65-68.
    • (1987) Zastos. Mat , vol.19 , pp. 65-68
    • SZEKLI, R.1
  • 18
    • 0003313363 scopus 로고
    • Stochastic Ordering and Dependence in Applied Probability
    • Springer, New York
    • SZEKLI, R. (1995). Stochastic Ordering and Dependence in Applied Probability (Lecture Notes Statist. 97). Springer, New York.
    • (1995) Lecture Notes Statist , vol.97
    • SZEKLI, R.1
  • 19
    • 0032093383 scopus 로고    scopus 로고
    • WANG, S. S. AND YOUNG, V. R. (1998). Ordering risks: expected utility theory versus Yaari's dual theory of risk. Insurance Math. Econom. 22, 145-161.
    • WANG, S. S. AND YOUNG, V. R. (1998). Ordering risks: expected utility theory versus Yaari's dual theory of risk. Insurance Math. Econom. 22, 145-161.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.