On hazard rate ordering of dependent variables
نویسندگان
چکیده
منابع مشابه
On the Convergence Rate of the Law of Large Numbers for Sums of Dependent Random Variables
In this paper, we generalize some results of Chandra and Goswami [4] for pairwise negatively dependent random variables (henceforth r.v.’s). Furthermore, we give Baum and Katz’s [1] type results on estimate for the rate of convergence in these laws.
متن کاملHazard Rate Ordering of Order Statistics and Systems
Let X = (X1, X2, . . . , Xn) be an exchangeable random vector, and write X(1:i) = min{X1, X2, . . . , Xi}, 1 ≤ i ≤ n. In this paper we obtain conditions under which X(1:i) decreases in i in the hazard rate order. A result involving more general (that is, not necessarily exchangeable) random vectors is also derived. These results are applied to obtain the limiting behaviour of the hazard rate fu...
متن کاملon the convergence rate of the law of large numbers for sums of dependent random variables
in this paper, we generalize some results of chandra and goswami [4] for pairwise negatively dependent random variables (henceforth r.v.’s). furthermore, we give baum and katz’s [1] type results on estimate for the rate of convergence in these laws.
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We develop an inventory model to determine optimal ordering policy under permissible delay in payment by considering demand rate to be stock dependent. Mathematical models are derived under two different cases: credit period being greater than or equal to cycle time for settling the account, and credit period being less than or equal to cycle time for settling the account. The results are illus...
متن کاملON THE LAWS OF LARGE NUMBERS FOR DEPENDENT RANDOM VARIABLES
In this paper, we extend and generalize some recent results on the strong laws of large numbers (SLLN) for pairwise independent random variables [3]. No assumption is made concerning the existence of independence among the random variables (henceforth r.v.’s). Also Chandra’s result on Cesàro uniformly integrable r.v.’s is extended.
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 1993
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800025465