In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a com
On high-order discrete derivatives of stochastic variables
β Scribed by N. Moriya
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 147 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0307-904X
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