Journal of Shanghai University(Natural Science Edition) ›› 2013, Vol. 19 ›› Issue (2): 165-169.doi: 10.3969/j.issn.1007-2861.2013.02.011

• Mathematics.Physics and Chemistry • Previous Articles     Next Articles

Stochastic Ordering of Mixed Poisson Distribution

YU Mei-ling1, ZHAO Fei2   

  1. 1. College of Sciences, Shanghai Institute of Technology, Shanghai 201418, China; 2. Business Information Management School, Shanghai Institute of Foreign Trade, Shanghai 201620, China
  • Received:2012-04-12 Online:2013-04-30 Published:2013-04-30

Abstract: Stochastic dominance ordering, failure-rate ordering and failure-rate function of mixed Poisson distribution are investigated. It is proved that the class of stochastic dominance ordering of mixed Poisson distribution corresponding to the class of structural distribution keeps the stochastic dominance ordering.
However the class of structural distribution corresponding to the class of stochastic dominance order of mixed Poisson distribution is not definitely of stochastic dominance preserving-order. It is shown by examples that the failure function of mixed Poisson random variables does not definitely increase progressively.

Key words: mixed Poisson distribution, stochastic control order, stochastic ordering

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