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Stochastic orders of the sums of two exponential random variables

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  • Chang, Kuo-Hwa

Abstract

The sums of two exponential random variables are compared in the sense of likelihood ratio order. It is shown that, under some conditions, their likelihood ratio order does not exist and, if it exists, the complete comparison results can be determined.

Suggested Citation

  • Chang, Kuo-Hwa, 2001. "Stochastic orders of the sums of two exponential random variables," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 389-396, February.
    • Handle: RePEc:eee:stapro:v:51:y:2001:i:4:p:389-396
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    References listed on IDEAS

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    1. Genji Yamazaki & Hirotaka Sakasegawa, 1975. "Properties of duality in tandem queueing systems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 201-212, December.
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    Cited by:

    1. Kandil Abd El-Fattah Mohamed & Mahdy Mervat Mahdy Ramadan & Kayid Mohamed, 2010. "Median Inactivity Time Function and its Reliability Properties," Stochastics and Quality Control, De Gruyter, vol. 25(2), pages 253-268, January.
    2. Zhao, Peng & Li, Xiaohu & Balakrishnan, N., 2009. "Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 952-962, May.
    3. Lihong, Sun & Xinsheng, Zhang, 2005. "Stochastic comparisons of order statistics from gamma distributions," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 112-121, March.

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