On stochastic orders for sums of independent random variables

DOI10.1006/JMVA.2000.1982zbMath0992.62010OpenAlexW2067772982MaRDI QIDQ1599244

Ramesh M. Korwar

Publication date: 5 June 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1982

zbMATH Keywords

convolutionexponential distributionlikelihood ratio ordermajorizationhazard rate orderdispersive ordergamma distributionsuniform distributionsincreasing failure rate distributiontotally positive of order two function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)

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Cites Work

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• Dispersive ordering of convolutions of exponential random variables
• Schur properties of convolutions of exponential and geometric random variables
• Uniform stochastic ordering and related inequalities
• On tail-ordering and comparison of failure rates
• Dispersive distributions, and the connection between dispersivity and strong unimodality
• On the quantiles of the gamma and F distributions
• Properties of Probability Distributions with Monotone Hazard Rate
• Inequalities: theory of majorization and its applications

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