On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables
Sirous Fathi Manesh and
Baha-Eldin Khaledi
Statistics & Probability Letters, 2008, vol. 78, issue 18, 3139-3144
Abstract:
Let X[lambda]1,...,X[lambda]n be independent random variables such that X[lambda]i, i=1,...,n has probability density function known as a generalized Rayleigh random variable. We show that for [nu]>=1, if majorizes , then is larger than according to likelihood ratio ordering.
Date: 2008
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