Some moment inequalities are known to be Valid for non-parametric lifetime distribution classes. Here we consider one set of these inequalities, which hold for random variables that are DMRL (decreasing in mean residual life). We prove that such inequalities are satisfied by variables which are sums of DMRL random variables too, though these sums are not necessarily DMRL. Related results are shown, together with similar results valid for the stochastic comparison in mean residual life
Fagiuoli, E., Pellerey, F. (1997). Moment inequalities for sums of DMRL random variables. JOURNAL OF APPLIED PROBABILITY, 34(2), 525-535 [10.2307/3215391].
Moment inequalities for sums of DMRL random variables
Fagiuoli, ERC;
1997
Abstract
Some moment inequalities are known to be Valid for non-parametric lifetime distribution classes. Here we consider one set of these inequalities, which hold for random variables that are DMRL (decreasing in mean residual life). We prove that such inequalities are satisfied by variables which are sums of DMRL random variables too, though these sums are not necessarily DMRL. Related results are shown, together with similar results valid for the stochastic comparison in mean residual life
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