Ordering Properties of Convolutions of Exponential Random Variables

Authors: BON J-L.¹; PUALTA E.²

Source: Lifetime Data Analysis, Volume 5, Number 2, June 1999 , pp. 185-192(8)

Publisher: Springer

Abstract:

Convolutions of independent random variables are usually compared. In this paper, after a synthetic comparison with respect to hazard rate ordering between sums of independent exponential random variables, we focus on the special case where one sum is identically distributed. So, for a given sum of nindependent exponential random variables, we deduce the "best" Erlang- n bounds, with respect to each of the usual orderings: mean ordering, stochastic ordering, hazard rate ordering and likelihood ratio ordering.

Keywords: convolution; mean order; stochastic order; hazard rate order; likelihood ratio order; majorization

Language: English

Document Type: Regular paper

Affiliations: 1: Université Paris-Sud, bat.425, Orsay, 91405 France 2: Universitatea Transilvania din Brasov, 2200 RO.

Publication date: 1999-06-01

• In this: publication
• By this: publisher
• In this Subject: Biology ,  Mathematics and Statistics
• By this author: BON J-L. ;  PUALTA E.

Website © Publishing Technology. Article copyright remains with the publisher, society or author(s) as specified within the article.

• Terms and conditions
• Privacy policy
• Information for advertisers