Dispersive ordering of convolutions of exponential random variables

被引：31
|
作者：
Kochar, S
Ma, CS
机构：
[1] Univ British Columbia, Dept Stat, Vancouver, BC V6T 1Z2, Canada
[2] Indian Stat Inst, New Delhi 110016, India
来源：
STATISTICS & PROBABILITY LETTERS | 1999年 / 43卷 / 03期
关键词：
convolution; dispersive ordering; likelihood ratio ordering; majorization;
D O I：
10.1016/S0167-7152(98)00279-X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let X-lambda 1,,...,X-lambda n, be independent random variables such that X-lambda has exponential distribution with hazard rate lambda(i), i=1,..., n. It is shown that Sigma(i=1)(n) X-lambda l is more dispersed than Sigma(i=1)(n)X(lambda l)* if(lambda(1),...,lambda(n)) majorizes (lambda(1)*,...,lambda(n)*). (C) 1999 Elsevier Science B.V. All rights reserved.
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页码：321 / 324
页数：4
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