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STOCHASTIC EQUIVALENCE OF CONVEX ORDERED DISTRIBUTIONS AND APPLICATIONS

Published online by Cambridge University Press:  01 January 2000

M. C. Bhattacharjee  and
R. N. Bhattacharya
M. C. Bhattacharjee
Affiliation:
Center for Applied Mathematics & Statistics, Department of Mathematical Sciences, New Jersey Institute of Technology, Newark, New Jersey 07102, E-mail: [email protected]
R. N. Bhattacharya
Affiliation:
Department of Mathematics, Indiana University, Bloomington, Indiana 47405, E-mail: [email protected]
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Abstract

We consider sufficient conditions for stochastic equivalence of convex ordered random variables. Our main results apply to all convex ordered distributions on the real line and improve on a recent result of Huang and Lin [8] for equality in distribution of convex ordered survival times. Illustrative applications include testing for equality in distribution with convex ordered alternatives and demonstrating several earlier results on stochastic equivalence as special cases.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 14 , Issue 1 , January 2000 , pp. 33 - 48
Copyright
© 2000 Cambridge University Press

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