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The tail behavior of the convolutions of Gamma random variables

Authors :
Subhash C. Kochar
Maochao Xu
Source :
Journal of Statistical Planning and Inference. 141:418-428
Publication Year :
2011
Publisher :
Elsevier BV, 2011.

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).

Details

ISSN :
03783758
Volume :
141
Database :
OpenAIRE
Journal :
Journal of Statistical Planning and Inference
Accession number :
edsair.doi...........913935def18217b5997f51bc86024460