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 ).
Schur properties of convolutions of exponential and geometric random variables
✍ Scribed by Philip J. Boland; Emad El-Neweihi; Frank Proschan
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 460 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
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