کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153432 958333 2009 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables
چکیده انگلیسی

In this paper, we study the convolutions of heterogeneous exponential and geometric random variables in terms of the weakly majorization order (⪰w) of parameter vectors and the likelihood ratio order (≥lr≥lr). It is proved that ⪰w order between two parameter vectors implies ≥lr≥lr order between convolutions of two heterogeneous exponential (geometric) samples. For the two-dimensional case, it is found that there exist stronger equivalent characterizations. These results strengthen the corresponding ones of Boland et al. [Boland, P.J., El-Neweihi, E., Proschan, F., 1994. Schur properties of convolutions of exponential and geometric random variables. Journal of Multivariate Analysis 48, 157–167] by relaxing the conditions on parameter vectors from the majorization order (⪰m) to ⪰w order.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 79, Issue 15, 1 August 2009, Pages 1717–1723
نویسندگان
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