Some Reliability Applications of the Variability Ordering.
Abstract
The random variable X is said to be more variable than Y if E(f(x)) = or > E(f(Y)) for all increasing convex functions f. We prove a preservation, under random sized sums, property of this ordering and then applying it to branching processes and shock models. Other applications of this order--to a population survival and to a Poisson shock model--are also given. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1982
- Accession Number
- ADA120815
Entities
People
- Sheldon M. Ross
- Zvi Schechner
Organizations
- University of California, Berkeley