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: | Fagiuoli Enrico, Pellerey Franco |
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.