A new proof for the peakedness of linear combinations of random variables

Shan Ju and Xiaoqing Pan

Statistics & Probability Letters, 2016, vol. 114, issue C, 93-98

Abstract: A new proof is given to compare linear combinations of independent and possibly non-identically distributed random variables, as well as bivariate SAI random variables in the sense of peakedness order. The main results extend those given in Proschan (1965) and Ma (1998).

Keywords: Peakedness; Majorization; Stochastically arrangement increasing; Log-concavity; Schur-concave [Schur-convex] (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.03.012

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