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
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