NDLI: On Multiply Monotone Distributions, Continuous or Discrete, with Applications

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On Multiply Monotone Distributions, Continuous or Discrete, with Applications

Content Provider	Scilit
Author	Lefèvre, Claude Loisel, Stéphane
Copyright Year	2013
Description	This paper is concerned with the class of distributions, continuous or discrete, whose shape is monotone of finite integer ordert. A characterization is presented as a mixture of a minimum oftindependent uniform distributions. Then, a comparison oft-monotone distributions is made using thes-convex stochastic orders. A link is also pointed out with an alternative approach to monotonicity based on a stationary-excess operator. Finally, the monotonicity property is exploited to reinforce the classical Markov and Lyapunov inequalities. The results are illustrated by several applications to insurance.
Related Links	https://hal.archives-ouvertes.fr/hal-00750562/file/AP14365-revision2.pdf http://journals.cambridge.org/article_S0021900200009876
Ending Page	847
Page Count	21
Starting Page	827
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200009876
Journal	Journal of applied probability
Issue Number	3
Volume Number	50
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2013-09-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Operations Research and Management Science Monotone Distributions
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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