On stochastic inequalities and dependence orderings

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摘要

Inequalities, local dependence orderings of reliability or survival functions of random variables are introduced and discussed. The notions of hazard dependence, stochastic orderings and exchangeability are studied and various important inequalities obtained. Examples and applications including inequalities and association for families of distribution functions satisfying the notions of stochastic and hazard dependence are presented.

论文关键词:Positive dependence,Families of distributions,Stochastic ordering

论文评审过程:Available online 12 February 2003.

论文官网地址:https://doi.org/10.1016/S0096-3003(02)00606-9