Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments
Peng Zhao and
Xiaohu Li
Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 10-12, 2260-2273
Abstract:
In this article, we review some recent results on the stochastic comparison of convolutions from independent and heterogeneous random variables. We highlight the close connections that exist between some classical stochastic orders and majorization-type orders.
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:43:y:2014:i:10-12:p:2260-2273
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DOI: 10.1080/03610926.2012.762796
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