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Stochastic Orders of Weighted Distributions

Stochastic Orders of Weighted Distributions

Stochastic Orders of Weighted Distributions

In this paper, we make use of a representation of weighted distributions given by Błażej (8002) [Preservation of classes of life distributions under weighting with a general weight function, Stat. and Prob. Lett., 82, 6004-6043], for the preservation of several weak stochastic orders under weighting. Using the previous results of Misra et al. (8002), we also obtain a preservation result of some ageing classes under weighting [Preservation of some aging properties and stochastic orders by weighted distributions. Commun. Stat. Theory Methods,68, 488-466]. By considering order statistics, record values, proportional hazards and proportional reversed hazards models as weighted distributions, we show that the result given for preservation of stochastic orders by weighting, is well motivated….


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