Author/Authors :
Khaledi, Baha-Eldin Department of Statistics - Razi University, Kermanshah, Iran
Abstract :
Suppose λ, x, ζ traverse the ordered sets Λ, X and Z, respectively
and consider the functions f(λ, x, ζ) and g(λ, ζ) satisfying the
following conditions,
(a) f(λ, x, ζ) > 0 and f is TP2 in each pairs of variables when the
third variable is held fixed; and (b) g(λ, ζ) is TP2.
Then the function
h(λ, x) =∫Zf(λ, x, ζ)g(λ, ζ)dμ(ζ),
defined on Λ X is TP2 in (λ, x). The aim of this note is to use a new
stochastic ordering argument to prove the above result and simplify it’s
proof given by Karlin (1968). We also prove some other new versions of
this result