Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146721 | Journal of Multivariate Analysis | 2010 | 12 Pages |
Abstract
A sufficient condition for comparing convolutions of heterogeneous exponential random variables in terms of right spread order is established. As a consequence, it is shown that a convolution of heterogeneous independent exponential random variables is more skewed than that of homogeneous exponential random variables in the sense of NBUE order. This gives a new insight into the distribution theory of convolutions of independent random variables. A sufficient condition is also derived for comparing such convolutions in terms of Lorenz order.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Subhash Kochar, Maochao Xu,