1. The tail behavior of the convolutions of Gamma random variables
- Author
-
Subhash C. Kochar and Maochao Xu
- Subjects
Statistics and Probability ,Pure mathematics ,Applied Mathematics ,Scale (descriptive set theory) ,Star (graph theory) ,Convolution ,Skewness ,Calculus ,Order (group theory) ,Statistics, Probability and Uncertainty ,Majorization ,Scale parameter ,Random variable ,Mathematics - Abstract
Two sufficient conditions for comparing convolutions of heterogeneous gamma random variables in terms of star order are established. It is further shown that if the scale parameters of heterogeneous gamma random variables are more dispersed in the sense of majorization, then the convolutions are more dispersed according to the right spread order, which generalizes and strengthens the results in Diaconis and Perlman (1987), Kochar and Xu (2010) and Zhao and Balakrishnan (2009).
- Published
- 2011