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On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables

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  • Fathi Manesh, Sirous
  • Khaledi, Baha-Eldin

Abstract

Let X[lambda]1,...,X[lambda]n be independent random variables such that X[lambda]i, i=1,...,n has probability density function known as a generalized Rayleigh random variable. We show that for [nu]>=1, if majorizes , then is larger than according to likelihood ratio ordering.

Suggested Citation

  • Fathi Manesh, Sirous & Khaledi, Baha-Eldin, 2008. "On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3139-3144, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3139-3144
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    References listed on IDEAS

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    1. Kochar, Subhash & Ma, Chunsheng, 1999. "Dispersive ordering of convolutions of exponential random variables," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 321-324, July.
    2. Boland, Philip J. & El-Neweihi, Emad & Proschan, Frank, 1994. "Schur properties of convolutions of exponential and geometric random variables," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 157-167, January.
    3. Proschan, F. & Sethuraman, J., 1976. "Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 608-616, December.
    4. Korwar, Ramesh M., 2002. "On Stochastic Orders for Sums of Independent Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 344-357, February.
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    Cited by:

    1. Balakrishnan, Narayanaswamy & Belzunce, Félix & Sordo, Miguel A. & Suárez-Llorens, Alfonso, 2012. "Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 45-54.
    2. Gauss Cordeiro & Cláudio Cristino & Elizabeth Hashimoto & Edwin Ortega, 2013. "The beta generalized Rayleigh distribution with applications to lifetime data," Statistical Papers, Springer, vol. 54(1), pages 133-161, February.

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