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arXiv · 0909.4570

Stochastic Ordering of Exponential Family Distributions and Their Mixtures

Yaming Yu
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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, binomial, negative binomial, and gamma distributions in recent literature. By expressing a convolution of gamma distributions with arbitrary scale and shape parameters as a scale mixture of gamma distributions, we obtain comparison theorems concerning such convolutions that generalize some known results. Analogous results on convolutions of negative binomial distributions are also discussed.

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Yaming Yu. 2009-09-24. Stochastic Ordering of Exponential Family Distributions and Their Mixtures. https://doi.org/10.1239/jap/1238592127

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