Stochastic comparisons of order statistics from gamma distributions

Sun Lihong and Zhang Xinsheng

Journal of Multivariate Analysis, 2005, vol. 93, issue 1, 112-121

Abstract: Let (X1,X2,...,Xn) and (Y1,Y2,...,Yn) be gamma random vectors with common shape parameter [alpha] (0 1, we can only compare the the first- and last-order statistics. Some earlier results on stochastically comparing proportional hazard functions are shown to be special cases of our results.

Keywords: Gamma; distribution; Usual; stochastic; ordering; Schur-convex; Majorization (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (5)

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