Ordering properties of convolutions of exponential random variables

被引：78
|
作者：
Bon, JL
Paltanea, E
机构：
[1] Univ Paris Sud, F-91405 Orsay, France
[2] Univ Transilvania Brasov, RO-2200 Brasov, Romania
来源：
LIFETIME DATA ANALYSIS | 1999年 / 5卷 / 02期
关键词：
convolution; mean order; stochastic order; hazard rate order; likelihood ratio order; majorization;
D O I：
10.1023/A:1009605613222
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Convolutions of independent random variables are usually compared. In this paper, after a synthetic comparison with respect to hazard rate ordering between sums of independent exponential random variables, we focus on the special case where one sum is identically distributed. So, for a given sum of n independent exponential random variables, we deduce the "best" Erlang-n bounds, with respect to each of the usual orderings: mean ordering, stochastic ordering, hazard rate ordering and likelihood ratio ordering.
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页码：185 / 192
页数：8
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