New order preserving properties of geometric compounds

Document Type

Article

Publication Date

8-15-2003

Abstract

We show that randomly stopped partial sums of nonnegative i.i.d. sequences with a geometric stopping variable, inherit some nonparametric class properties defined via the Laplace ordering and that the corresponding converses also hold. Our findings extend earlier results in this direction available in the literature, and are stronger in the sense of reciprocity of closure under the weaker nonparametric assumptions. © 2003 Elsevier B.V. All rights reserved.

Identifier

0041340795 (Scopus)

Publication Title

Statistics and Probability Letters

External Full Text Location

https://doi.org/10.1016/S0167-7152(03)00039-7

ISSN

01677152

First Page

113

Last Page

120

Issue

2

Volume

64

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