Stochastic orders of the sums of two exponential random variables

Kuo-Hwa Chang

Statistics & Probability Letters, 2001, vol. 51, issue 4, 389-396

Abstract: The sums of two exponential random variables are compared in the sense of likelihood ratio order. It is shown that, under some conditions, their likelihood ratio order does not exist and, if it exists, the complete comparison results can be determined.

Keywords: Stochastic; ordering; Likelihood; ratio; order; Exponential; random; variable; Sum; of; random; variables (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00179-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:51:y:2001:i:4:p:389-396

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().