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Moment inequalities for sums of DMRL random variables

Part of: Distribution theory - Probability

Published online by Cambridge University Press:  14 July 2016

Enrico Fagiuoli  and
Franco Pellerey
Enrico Fagiuoli*
Affiliation:
Università di Milano
Franco Pellerey*
Affiliation:
Università di Urbino
*
∗Postal address: Dipartimento di Matematica, Università di Milano, Via L. Cicognara 7, 20129 Milano, Italy.
∗∗Postal address: Istituto di Biomatematica, Università di Urbino, Via Saffi 1, 61029 Urbino, Italy.
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Abstract

Some moment inequalities are known to be valid for non-parametric lifetime distribution classes. Here we consider one set of these inequalities, which hold for random variables that are DMRL (decreasing in mean residual life). We prove that such inequalities are satisfied by variables which are sums of DMRL random variables too, though these sums are not necessarily DMRL. Related results are shown, together with similar results valid for the stochastic comparison in mean residual life.

Keywords

MOMENT INEQUALITIESAGEING PROPERTIESDMRLNBUEHNBUESUMS OF INDEPENDENT VARIABLESMR STOCHASTIC ORDERMOMENT GENERATING FUNCTIONS

MSC classification

Primary: 60E05: Distributions
Type
Research Article
Information
Journal of Applied Probability , Volume 34 , Issue 2 , June 1997 , pp. 525 - 535
Copyright
Copyright © Applied Probability Trust 1997 

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