Article ID Journal Published Year Pages File Type
1153237 Statistics & Probability Letters 2010 6 Pages PDF
Abstract

In this paper, we study ordering properties of convolutions of heterogeneous Erlang and Pascal random variables in terms of the majorization order [pp-larger order, reciprocal majorization order] of parameter vectors and the likelihood ratio order [hazard rate order, mean residual life order]. We establish, among other things, that weak majorization order [pp-larger order, reciprocal majorization order] between scale parameter vectors and majorization order between shape parameter vectors imply likelihood ratio order [hazard rate order, mean residual life order] between convolutions of two heterogeneous Erlang or Pascal sets of variables. These results strengthen and generalize some of the results known from the literature.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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