Stochastic equivalence of ordered random variables with applications in reliability theory
This paper presents some conditions for stochastic equality of (univariate or multivariate) random variables under various stochastic orderings. The main results provide generalizations of several known results. Applications to stochastic equivalence and characterization problems associated with multivariate NBU (NBUE) distributions are also included.
Year of publication: |
1994
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Authors: | Li, Haijun ; Zhu, Haolong |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 20.1994, 5, p. 383-393
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Publisher: |
Elsevier |
Keywords: | Stochastic ordering Stochastic equality Multivariate new better than used distributions Multivariate new better than used in expectation distributions Multivariate exponential distributions Reliability theory |
Saved in:
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