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On the right spread order of convolutions of heterogeneous exponential random variables

Authors :
Maochao Xu
Subhash C. Kochar
Source :
Journal of Multivariate Analysis. 101(1):165-176
Publication Year :
2010
Publisher :
Elsevier BV, 2010.

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.

Details

ISSN :
0047259X
Volume :
101
Issue :
1
Database :
OpenAIRE
Journal :
Journal of Multivariate Analysis
Accession number :
edsair.doi.dedup.....eedd9822652d19f5643ece1f93e8f1b2
Full Text :
https://doi.org/10.1016/j.jmva.2009.07.001