Some Inequalities of Linear Combinations of Independent Random Variables. I.

DOI10.1239/jap/1324046026zbMath1230.60019OpenAlexW2024470305MaRDI QIDQ3108483

Taizhong Hu, Maochao Xu

Publication date: 4 January 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1324046026

zbMATH Keywords

stochastic orderlikelihood ratio ordermajorizationpeakedness order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (9)

A new proof for the peakedness of linear combinations of random variables ⋮ Stochastic comparisons of weighted sums of arrangement increasing random variables ⋮ Comparisons on aggregate risks from two sets of heterogeneous portfolios ⋮ On the sample ranges from heterogeneous exponential variables ⋮ Some inequalities of linear combinations of independent random variables. II ⋮ Functional characterizations of bivariate weak SAI with an application ⋮ ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ On the increasing convex order of generalized aggregation of dependent random variables

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