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Property / reviewed by: Jarosław Bartoszewicz / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.013 / rank
 
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Latest revision as of 00:15, 4 July 2024

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Some new results on convolutions of heterogeneous gamma random variables
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    Some new results on convolutions of heterogeneous gamma random variables (English)
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    19 April 2011
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    Various stochastic orderings of convolutions of heterogeneous gamma random variables are studied when parameters vectors are defined in terms of the majorzization order. The presented results strengthen and generalize those known in the literature.
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    likelihood ratio order
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    dispersive order
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    hazard rate order
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    star order
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    right spread order
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    mean residual life order
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    majorization
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    \(p\)-larger order
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    reciprocal majorization order
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    gamma convolution
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