کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146756 957528 2011 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Some new results on convolutions of heterogeneous gamma random variables
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Some new results on convolutions of heterogeneous gamma random variables
چکیده انگلیسی

Convolutions of independent random variables often arise in a natural way in many applied areas. In this paper, we study various stochastic orderings of convolutions of heterogeneous gamma random variables in terms of the majorization order [pp-larger order, reciprocal majorization order] of parameter vectors and the likelihood ratio order [dispersive order, hazard rate order, star order, right spread order, mean residual life order] between convolutions of two heterogeneous gamma sets of variables wherein they have both differing scale parameters and differing shape parameters. The results established in this paper strengthen and generalize those known in the literature.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 5, May 2011, Pages 958–976
نویسندگان
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