On stochastic orders for sums of independent random variables

Authors:
Ramesh M. Korwar
Affiliations:
University of Massachusetts
Venue:
Journal of Multivariate Analysis
Year:
2002

Citing 1
Cited 7

Schur properties of convolutions of exponential and geometric random variables

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Stochastic comparisons of order statistics from gamma distributions

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Mean residual life order of convolutions of heterogeneous exponential random variables

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On hazard rate ordering of the sums of heterogeneous geometric random variables

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Ordering convolutions of heterogeneous exponential and geometric distributions revisited

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Some new results on convolutions of heterogeneous gamma random variables

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On skewness and dispersion among convolutions of independent gamma random variables

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Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data

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Abstract

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.