Title of article
On Stochastic Orders for Sums of Independent Random Variables
Author/Authors
Korwar، نويسنده , , Ramesh M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2002
Pages
14
From page
344
To page
357
Abstract
In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when 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.
Keywords
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
Journal title
Journal of Multivariate Analysis
Serial Year
2002
Journal title
Journal of Multivariate Analysis
Record number
1557763
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