On the distance between convex-ordered random variables, with applications

Boutsikas, MV; Vaggelatou, E

dc.contributor.author	Boutsikas, MV	en
dc.contributor.author	Vaggelatou, E	en
dc.date.accessioned	2014-03-01T01:18:09Z
dc.date.available	2014-03-01T01:18:09Z
dc.date.issued	2002	en
dc.identifier.issn	0001-8678	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/14825
dc.subject	stochastic orders of convex type	en
dc.subject	probability metrics	en
dc.subject	positive dependence	en
dc.subject	negative dependence	en
dc.subject	compound Poisson approximation	en
dc.subject	rate of convergence in CLT	en
dc.subject	exponential approximation	en
dc.subject	geometric convolutions	en
dc.subject	ageing distributions	en
dc.subject.classification	Statistics & Probability	en
dc.subject.other	CENTRAL-LIMIT-THEOREM	en
dc.subject.other	STOP-LOSS PREMIUMS	en
dc.subject.other	STOCHASTIC-DOMINANCE	en
dc.subject.other	ERROR-BOUNDS	en
dc.subject.other	DISTRIBUTIONS	en
dc.subject.other	INEQUALITIES	en
dc.subject.other	APPROXIMATION	en
dc.subject.other	CONVERGENCE	en
dc.subject.other	DEPENDENCE	en
dc.subject.other	MODEL	en
dc.title	On the distance between convex-ordered random variables, with applications	en
heal.type	journalArticle	en
heal.identifier.primary	10.1239/aap/1025131222	en
heal.identifier.secondary	http://dx.doi.org/10.1239/aap/1025131222	en
heal.language	English	en
heal.publicationDate	2002	en
heal.abstract	Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex ordering are also presented. These results lead to approximations and bounds for the distributions of sums of positively or negatively dependent random variables. Applications and extensions of the main results pertaining to compound Poisson, normal and exponential approximation are provided as well.	en
heal.publisher	APPLIED PROBABILITY TRUST	en
heal.journalName	ADVANCES IN APPLIED PROBABILITY	en
dc.identifier.doi	10.1239/aap/1025131222	en
dc.identifier.isi	ISI:000177097700007	en
dc.identifier.volume	34	en
dc.identifier.issue	2	en
dc.identifier.spage	349	en
dc.identifier.epage	374	en