On Stochastic Orders for Sums of Independent Random Variables

Ramesh M. Korwar

Journal of Multivariate Analysis, 2002, vol. 80, issue 2, 344-357

Abstract: In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a common shape parameter greater than 1 is larger in (a) likelihood ratio order and (b) dispersive order when the scale parameters are more dispersed in the sense of majorization.

Keywords: convolutions; dispersive; order; hazard; rate; order; likelihood; ratio; order; majorization; gamma; distribution; exponential; distribution; uniform; distribution; increasing; failure; rate; distribution; totally; positive; of; order; two; function (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (14)

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