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Journal of Shanghai University >

2013 , Vol. 19 >Issue 2: 165 - 169

DOI: https://doi.org/10.3969/j.issn.1007-2861.2013.02.011

Mathematics.Physics and Chemistry

Stochastic Ordering of Mixed Poisson Distribution

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  • 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 date: 2012-04-12

  Online published: 2013-04-30

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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

Cite this article

YU Mei-ling1, ZHAO Fei2 . Stochastic Ordering of Mixed Poisson Distribution[J]. Journal of Shanghai University, 2013 , 19(2) : 165 -169 . DOI: 10.3969/j.issn.1007-2861.2013.02.011

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