Accession Number:

ADA143434

Title:

TP2 Orderings.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1984-03-01

Pagination or Media Count:

18.0

Abstract:

Uniform stochastic orderings of random variables are expressed as total positivity of density, survival and distribution functions. The orderings are called uniform because each is a stochastic order that persists under conditioning to a family of intervals-for example, the family consisting of all intervals of the form - infinity,x. This paper is concerned with the preservation of uniform stochastic ordering under convolution, mixing and the formation of coherent systems. A general TP2 result involving preservation of total positivity under integration is presented and applied to convolutions and mixtures, of distribution and survival functions. Logconcavity of distribution, survival and density functions characterizes random variables that preserve the various orderings under addition. Likewise, random variables that preserve orderings under mixing are characterized by TP2 distribution and survival functions. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE