Am. Makowski, ON AN ELEMENTARY CHARACTERIZATION OF THE INCREASING CONVEX ORDERING, WITH AN APPLICATION, Journal of Applied Probability, 31(3), 1994, pp. 834-840
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.