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On Stochastic Orders for Sums of Independent Random Variables

✍ Scribed by Ramesh M. Korwar

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 131 KB
Volume: 80
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2000.1982

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✦ Synopsis

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 common shape parameter greater than 1 is larger in (a) likelihood ratio order and (b) dispersive order when the scale parameters are more dispersed in the sense of majorization.

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