Publication:
Sufficient Conditions for Some Stochastic Orders of Discrete Random Variables with Applications in Reliability

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Belzunce_et_al_Mathematics_2022_PublishedVersion.pdf(335.46 KB)
Date
2022-01-04
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Authors
Félix Belzunce ; Carolina Martínez-Riquelme ; Magdalena Pereda ; Martínez Riquelme, Carolina
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Facultades de la UMU::Facultad de Matemáticas
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Publisher
MDPI
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Estadística e Investigación Operativa
DOI
10.3390/math10010147
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info:eu-repo/semantics/article
Description
Abstract
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the unimodality of the likelihood ratio for the comparison in some stochastic orders of two discrete random variables. These results have interest in comparing discrete random variables because the sufficient conditions are easy to check when there are no closed expressions for the survival functions, which occurs in many cases. In addition, the results are applied to compare several parametric families of discrete distributions.
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stochastic orders; discrete distributions; unimodality; panjer; generalized Poisson; discrete Weibull; Hurwitz-Lerch family
Citation
Mathematics, 2022, 10, 147
URI
http://hdl.handle.net/10201/190309
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