NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER
NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER
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测试转换顺序总时间的新属性
DOI：
10.1017/s0269964811000222
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发表时间：
2011
影响因子：
1.1
通讯作者：
Weiwei Zhuang
中科院分区：
文献类型：
--
作者：
Taizhong Hu;Yashi Wang;Weiwei Zhuang
Kochar，Li，and Shaked（2002）针对非负随机变量引入了检验变换总时间（ttt）序，它与位置无关风险序和超额财富序有着密切的联系。在本文中，重新定义了ttt顺序，用于比较不一定非负的随机变量。这样的推广将使我们方便地导出ttt阶的几个新的内禀性质。特别是，我们建立了一个有趣的分离结果之间的TTT和超额财富订单的连接。作为这个分离结果的两个应用，我们得到了ttt阶在均值减右拉伸下的生成过程和ttt阶在卷积下的封闭性。TTT订单的生成过程与Landsberger和Meilijson（1994）建立的位置独立风险订单和超额财富订单的生成过程相似。
The total time on test transform (ttt) order was introduced in Kochar, Li, and Shaked (2002) for nonnegative random variables, which has a close connection to the location independent riskier and the excess wealth orders. In this article, the ttt order is redefined for comparing not necessarily nonnegative random variables. Such an extension will lead us to conveniently derive several new intrinsic properties of the ttt order. In particular, we establish an interesting separation result on the connection between the ttt and the excess wealth orders. As two applications of this separation result, we obtain the generating process of the ttt order in terms of mean-decreasing right stretches and the closure property of the ttt order under convolutions. The generating process of the ttt order parallels those of the location independent riskier and the excess wealth orders established by Landsberger and Meilijson (1994).