Article ID Journal Published Year Pages File Type
1146721 Journal of Multivariate Analysis 2010 12 Pages PDF
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
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