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
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
Journal title :
Journal of Multivariate Analysis