Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149571 | Journal of Statistical Planning and Inference | 2009 | 10 Pages |
Abstract
Recently Li and Shaked [2007. A general family of univariate stochastic orders. J. Statist. Plann. Inference 137, 3601–3610] introduced the generalized total time on test (GTTT) transform with respect to a given function ϕϕ. In this paper we study some properties of it which are related with stochastic orderings. A concept of Lehmann and Rojo [1992. Invariant directional orderings. Ann. Statist. 20, 2100–2110] is applied to a new setting and the GTTT transform is used to define invariance properties and distances of some stochastic orders. Iterations of the GTTT transforms are also studied and their relations with exponential mixtures of gamma distributions are established.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jarosław Bartoszewicz, Magdalena Benduch,