Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables

DOI10.1016/j.spl.2009.04.015zbMath1170.60013OpenAlexW1986924018MaRDI QIDQ2270871

Peng Zhao, Narayanaswamy Balakrishnan

Publication date: 29 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.015

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (8)

On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables ⋮ Some stochastic inequalities for weighted sums ⋮ COMMENTS ON THE SURVEY BY BALAKRISHNAN AND ZHAO ⋮ ORDERING CONVOLUTIONS OF HETEROGENEOUS EXPONENTIAL AND GEOMETRIC DISTRIBUTIONS REVISITED ⋮ Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables ⋮ Some new results on convolutions of heterogeneous gamma random variables ⋮ Stochastic comparisons for allocations of policy limits and deductibles with applications ⋮ Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments

Cites Work

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• Stochastic orders
• Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
• Dispersive ordering of convolutions of exponential random variables
• Ordering properties of convolutions of exponential random variables
• Schur properties of convolutions of exponential and geometric random variables
• On stochastic orders for sums of independent random variables
• Convolution of geometrics and a reliability problem
• Inequalities: theory of majorization and its applications

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