The tail behavior of the convolutions of Gamma random variables

DOI10.1016/j.jspi.2010.06.019zbMath1203.62013OpenAlexW2005941234MaRDI QIDQ710804

Maochao Xu, Subhash C. Kochar

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.019

zbMATH Keywords

convolutionskewnessmajorizationright spread orderdispersive orderstar order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05)

Related Items (15)

ITERATED FAILURE RATE MONOTONICITY AND ORDERING RELATIONS WITHIN GAMMA AND WEIBULL DISTRIBUTIONS ⋮ Schur properties of convolutions of gamma random variables ⋮ Star-shaped order for distributions characterized by several parameters and some applications ⋮ On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables ⋮ Some inequalities of linear combinations of independent random variables. II ⋮ ON SKEWNESS AND DISPERSION AMONG CONVOLUTIONS OF INDEPENDENT GAMMA RANDOM VARIABLES ⋮ On testing more IFRA ordering ⋮ Functional characterizations of bivariate weak SAI with an application ⋮ SOME UNIFIED RESULTS ON COMPARING LINEAR COMBINATIONS OF INDEPENDENT GAMMA RANDOM VARIABLES ⋮ ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES ⋮ Some new results on convolutions of heterogeneous gamma random variables ⋮ On the mean residual life order of convolutions of independent uniform random variables ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ On the Convolution of Heterogeneous Bernoulli Random Variables ⋮ Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparing tail variabilities of risks by means of the excess wealth order
• Stochastic orders
• On a multivariate gamma distribution
• Mean residual life order of convolutions of heterogeneous exponential random variables
• On the right spread order of convolutions of 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
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• Stochastic Ordering of Exponential Family Distributions and Their Mixturesxk
• Tail Variance Premium with Applications for Elliptical Portfolio of Risks
• Inequalities for linear combinations of gamma random variables
• On extensions of dmrl and related partial orderings of life distributions
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• On the quantiles of the gamma and F distributions
• Partial Orderings of Distributions Based on Right-Spread Functions
• The total time on test transform and the excess wealth stochastic orders of distributions
• Two Variability Orders
• Inequalities: theory of majorization and its applications

This page was built for publication: The tail behavior of the convolutions of Gamma random variables