• Title of article

    On the right spread order of convolutions of heterogeneous exponential random variables

  • Author/Authors

    Kochar، نويسنده , , Subhash and Xu، نويسنده , , Maochao، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2010
  • Pages
    12
  • From page
    165
  • To page
    176
  • Abstract
    A sufficient condition for comparing convolutions of heterogeneous exponential random variables in terms of right spread order is established. As a consequence, it is shown that a convolution of heterogeneous independent exponential random variables is more skewed than that of homogeneous exponential random variables in the sense of NBUE order. This gives a new insight into the distribution theory of convolutions of independent random variables. A sufficient condition is also derived for comparing such convolutions in terms of Lorenz order.
  • Keywords
    NBUE order , Excess wealth order , Skewness , convolution , Exponential distribution , Lorenz order , majorization
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2010
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565344