ON AN ELEMENTARY CHARACTERIZATION OF THE INCREASING CONVEX ORDERING, WITH AN APPLICATION

Authors
MAKOWSKI AM
Citation
Am. Makowski, ON AN ELEMENTARY CHARACTERIZATION OF THE INCREASING CONVEX ORDERING, WITH AN APPLICATION, Journal of Applied Probability, 31(3), 1994, pp. 834-840
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
31
Issue
3
Year of publication
1994
Pages
834 - 840
Database
ISI
SICI code
0021-9002(1994)31:3<834:OAECOT>2.0.ZU;2-T
Abstract
In this short note, we present a simple characterization of the increa sing convex ordering on the set of probability distributions on R. We show its usefulness by providing a very short proof of a comparison re sult for M/GI/1 queues due to Daley and Rolski, and obtained by comple tely different means.