Title of article :
The tail behavior of the convolutions of Gamma random variables
Author/Authors :
Kochar، نويسنده , , Subhash and Xu، نويسنده , , Maochao، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Pages :
11
From page :
418
To page :
428
Abstract :
Two sufficient conditions for comparing convolutions of heterogeneous gamma random variables in terms of star order are established. It is further shown that if the scale parameters of heterogeneous gamma random variables are more dispersed in the sense of majorization, then the convolutions are more dispersed according to the right spread order, which generalizes and strengthens the results in Diaconis and Perlman (1987), Kochar and Xu (2010) and Zhao and Balakrishnan (2009).
Keywords :
majorization , Right spread order , Skewness , convolution , Star order , Dispersive order
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2011
Journal title :
Journal of Statistical Planning and Inference
Record number :
2221114
Link To Document :
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