کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5076982 1374111 2010 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic comparisons for time transformed exponential models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Stochastic comparisons for time transformed exponential models
چکیده انگلیسی
Different sufficient conditions for stochastic comparisons between random vectors have been described in the literature. In particular, conditions for the comparison of random vectors having the same copula, i.e., the same dependence structure, may be found in Müller and Scarsini (2001). Here we provide conditions for the comparison, in the usual stochastic order sense and in other weaker stochastic orders, of two time transformed exponential bivariate lifetimes having different copulas. Some examples of applications are provided too.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 46, Issue 2, April 2010, Pages 328-333
نویسندگان
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