Schur properties of convolutions of gamma random variables
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DOI: 10.1007/s00184-015-0537-9
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References listed on IDEAS
- 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.
- Furman, Edward & Landsman, Zinoviy, 2006. "Tail Variance Premium with Applications for Elliptical Portfolio of Risks," ASTIN Bulletin, Cambridge University Press, vol. 36(2), pages 433-462, November.
- Lihong, Sun & Xinsheng, Zhang, 2005. "Stochastic comparisons of order statistics from gamma distributions," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 112-121, March.
- Zhao, Peng & Balakrishnan, N., 2009. "Mean residual life order of convolutions of heterogeneous exponential random variables," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1792-1801, September.
- Kochar, Subhash & Xu, Maochao, 2010. "On the right spread order of convolutions of heterogeneous exponential random variables," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 165-176, January.
- Zhao, Peng, 2011. "Some new results on convolutions of heterogeneous gamma random variables," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 958-976, May.
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Cited by:
- Mansour Shrahili & Mohamed Kayid, 2022. "Characterizations of the Exponential Distribution by Some Random Hazard Rate Sequences," Mathematics, MDPI, vol. 10(17), pages 1-11, August.
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More about this item
Keywords
Schur-convexity of tails; Majorization order; Linear combinations; Gamma distribution; Tail probabilities; Primary 60E15; Secondary 62E99;All these keywords.
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Statistics
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