On stochastic orders for sums of independent random variables

JOURNAL OF MULTIVARIATE ANALYSIS

卷:80

Article

Korwar, RM

关键词: convolutions;    dispersive order;    hazard rate order;    likelihood ratio order;    majorization;    gamma distribution;    exponential distribution;    uniform distribution;    increasing failure rate distribution;    totally positive of order two function;   

DOI  :  10.1006/jmva.2000.1982

来源: Elsevier

【 摘 要 】

In this paper. it is shogun that, convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate Mien the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions, with a common shape parameter greater than 1 is larger in (a) likelihood ratio order and (b) dispersive order when the scale parameters are more dispersed in the sense of majorization. (C) 2001 Elsevier Science.

【 授权许可】

Free