Stochastic Ordering of Exponential Family Distributions and Their Mixtures

Abstract

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general theorem based on the notion of relative log-concavity is shown to unify various specific results for the Poisson… (More)

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Cite this paper

@inproceedings{Yu2009StochasticOO, title={Stochastic Ordering of Exponential Family Distributions and Their Mixtures}, author={Yaming Yu}, year={2009} }