Title

On Stochastic Inequalities and Dependence Orderings

Document Type

Article

Publication Date

12-31-2003

Publication Title

Applied Mathematics and Computation

DOI

10.1016/S0096-3003(02)00606-9

ISSN

0096-3003

Abstract

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.

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