On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables

DOI10.1239/aap/1231340171zbMath1369.60007arXiv0909.4126OpenAlexW2000249393MaRDI QIDQ3603205

Yaming Yu

Publication date: 16 February 2009

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

Full work available at URL: https://arxiv.org/abs/0909.4126

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Measures of information, entropy (94A17)

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Cites Work

• Phase-type distributions and majorization
• Lorenz ordering of means and medians
• Convex orders for linear combinations of random variables
• An inequality for convex functions involving majorization
• Inequalities for linear combinations of gamma random variables
• Entropy inequalities for classes of probability distributions I. The univariate case
• Random Quotients and the Behrens-Fisher Problem
• Inequalities: theory of majorization and its applications
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