On stochastic orders for sums of independent random variables
Journal of Multivariate Analysis
Mean residual life order of convolutions of heterogeneous exponential random variables
Journal of Multivariate Analysis
On the right spread order of convolutions of heterogeneous exponential random variables
Journal of Multivariate Analysis
Journal of Multivariate Analysis
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Let {x(1)≤···≤x(n)} denote the increasing arrangement of the components of a vector x=(x1, …, xn). A vector x∈Rn majorizes another vector y (written $\bf{x} \mathop{\succeq}\limits^{m} \bf{y}$) if $\sum_{i=1}^{j} x_{(i)} \le \sum_{i=1}^{j}y_{(i)}$ for j = 1, …, n−1 and $\sum_{i=1}^{n}x_{(i)} = \sum_{i=1}^{n}y_{(i)}$. A vector x∈R+n majorizes reciprocally another vector y∈R+n (written $\bf{x} \mathop{\succeq}\limits^{rm} \bf{y}$) if $\sum_{i=1}^{j}(1/x_{(i)}) \ge \sum_{i=1}^{j}(1/y_{(i)})$ for j = 1, …, n. Let $X_{\lambda_{i},\alpha},\,i=1,\ldots,n$, be n independent random variables such that $X_{\lambda_{i},\alpha}$ is a gamma random variable with shape parameter α≥1 and scale parameter λi, i = 1, …, n. We show that if $\lambda \mathop{\succeq}\limits^{rm} \lambda^{\ast}$, then $\sum_{i=1}^{n} X_{\lambda_{i},\alpha}$ is greater than $\sum_{i=1}^{n} X_{\lambda^{\ast}_{i},\alpha}$ according to right spread order as well as mean residual life order. We also prove that if $(1/ \lambda_{1}, \ldots,1/ \lambda_{n}) \mathop{\succeq}\limits^{m} \succeq (1/ \lambda_{1}^{\ast}, \ldots, 1/ \lambda_{n}^{\ast})$, then $\sum_{i=1}^{n} X_{\lambda_{i}, \alpha}$ is greater than $\sum_{i=1}^{n} X_{\lambda^{\ast}_{i},\alpha}$ according to new better than used in expectation order as well as Lorenze order. These results mainly generalize the recent results of Kochar and Xu [7] and Zhao and Balakrishnan [14] from convolutions of independent exponential random variables to convolutions of independent gamma random variables with common shape parameters greater than or equal to 1.