Centre for Mathematics, University of Coimbra

<Reference List>
Type:	Preprint
National /International:	International
Title:	Non comparability with respect to the convex transform order with applications
Publication Date:	2019-07-31
Authors:	- Idir Arab - Milto Hadjikyriakou - Paulo Eduardo Oliveira
Abstract:	In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results that enable researchers to use simple tools to conclude that two random variables are not comparable with respect to the convex transform order. The criteria are applied to prove the non-comparability of parallel systems with components that are either exponential, Weibull or Gamma distributed, providing a negative answer for a conjecture about comparability with respect to the convex transform order in a much broader scope than its initial statement.
Institution:	DMUC 19-27
Online version:	http://www.mat.uc.pt...prints/eng_2019.html
Download:	Not available