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Probability inequalities for weighted distributions |
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| Authors: | Ying LiLi Yu Taizhong Hu |
| Institution: | a Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China b Department of Mathematics, Hefei University of Technology, Hefei, Anhui 230009, People's Republic of China |
| Abstract: | In this paper, properties of weighted distributions for general weight functions are investigated. We establish the subadditivity superadditivity] property of weighted distributions for log-concave log-convex] weight functions in the sense of the usual stochastic order. The main result generalizes Lemma 2.3 in Brown (2006). Several interesting moment inequalities are presented. |
| Keywords: | Usual stochastic order Likelihood ratio order Log-concave Log-convex Moment inequality |
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