Dispersive ordering of convolutions of exponential random variables

Subhash Kochar and Chunsheng Ma

Statistics & Probability Letters, 1999, vol. 43, issue 3, 321-324

Abstract: Let X[lambda]1,...,X[lambda]n be independent random variables such that X[lambda]i has exponential distribution with hazard rate [lambda]i, i=1,...,n. It is shown that [summation operator]i=1nX[lambda]i is more dispersed than [summation operator]i=1nX[lambda]i* if ([lambda]1,...,[lambda]n) majorizes ([lambda]1*,...,[lambda]n*).

Keywords: Convolution; Dispersive; ordering; Likelihood; ratio; ordering; Majorization (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (14)

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