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On Stochastic Orders for Sums of Independent Random Variables

Listed author(s):
  • Korwar, Ramesh M.
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    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.

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    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 80 (2002)
    Issue (Month): 2 (February)
    Pages: 344-357

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    Handle: RePEc:eee:jmvana:v:80:y:2002:i:2:p:344-357
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    1. Kochar, Subhash & Ma, Chunsheng, 1999. "Dispersive ordering of convolutions of exponential random variables," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 321-324, July.
    2. Boland, Philip J. & El-Neweihi, Emad & Proschan, Frank, 1994. "Schur properties of convolutions of exponential and geometric random variables," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 157-167, January.
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