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Dispersive ordering of convolutions of exponential random variables

✍ Scribed by Subhash Kochar; Chunsheng Ma

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
71 KB
Volume
43
Category
Article
ISSN
0167-7152

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✦ Synopsis

Let X 1 ; : : : ; X n be independent random variables such that X i has exponential distribution with hazard rate i ; i=1; : : : ; n.

( 1; : : : ; n) majorizes ( * 1 ; : : : ; * n ).

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