Title :
Multivariate Laplace transform ratio order with applications
Author :
Ling, Xiao-liang ; Luo, Shu-xin ; Li, Ping
Author_Institution :
Coll. of Sci., Hebei Univ. of Sci. & Technol., Shijiazhuang, China
Abstract :
In this paper, a new stochastic order called multi-variate Laplace transform ratio order is defined and studied. Its properties are investigated and also this paper presents interesting conditions under which vectors of random sum are ordered in multivariate Laplace transform ratio order. Some applications in comparing random sums, multivariate shock models and multivariate frailty models are given as well.
Keywords :
Laplace transforms; multivariate Laplace transform ratio order; multivariate frailty models; multivariate shock models; random sum; stochastic order; Shock models; frailty models; random sum; stochastic order;
Conference_Titel :
Machine Learning and Cybernetics (ICMLC), 2010 International Conference on
Conference_Location :
Qingdao
Print_ISBN :
978-1-4244-6526-2
DOI :
10.1109/ICMLC.2010.5580645
