Ordering properties of convolutions of exponential random variables

被引：78

作者：

Bon, JL

Paltanea, E

机构：

[1] Univ Paris Sud, F-91405 Orsay, France

[2] Univ Transilvania Brasov, RO-2200 Brasov, Romania

来源：

LIFETIME DATA ANALYSIS | 1999年 / 5卷 / 02期

关键词：

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

D O I：

10.1023/A:1009605613222

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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 n independent 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.

引用

页码：185 / 192

页数：8

共 9 条

[1] TABLES OF BOUNDS FOR DISTRIBUTIONS WITH MONOTONE HAZARD RATE [J].