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On the right spread order of convolutions of heterogeneous exponential random variables
- 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.
- Subjects :
- Statistics and Probability
Excess wealth order
Numerical Analysis
Variables
Exponential distribution
NBUE order
media_common.quotation_subject
Mathematical analysis
Lorenz order
Skewness
Convolution
Exponential function
Distribution (mathematics)
Sum of normally distributed random variables
Applied mathematics
Majorization
Statistics, Probability and Uncertainty
Random variable
media_common
Mathematics
Subjects
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