Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables
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Publication:973177
DOI10.1016/j.spl.2010.02.010zbMath1193.60027OpenAlexW1967903349MaRDI QIDQ973177
Peng Zhao, Narayanaswamy Balakrishnan
Publication date: 28 May 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.02.010
likelihood ratio ordermajorizationhazard rate ordermean residual life order\(p\)-larger orderreciprocal majorization orderErlang convolutionPascal convolution
Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items (5)
Risk aggregation with FGM copulas ⋮ Comparisons of aggregate claim numbers and amounts: a study of heterogeneity ⋮ Some new results on convolutions of heterogeneous gamma random variables ⋮ On the Convolution of Heterogeneous Bernoulli Random Variables ⋮ Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments
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