Moment inequalities for sums of DMRL random variables

Moment inequalities for sums of DMRL random variables

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Article ID: iaor1998916
Country: United Kingdom
Volume: 34
Issue: 2
Start Page Number: 525
End Page Number: 535
Publication Date: Jun 1997
Journal: Journal of Applied Probability
Authors: ,
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.

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