An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables (Q5929939): Difference between revisions
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scientific article; zbMATH DE number 1587163
| Language | Label | Description | Also known as |
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| English | An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables |
scientific article; zbMATH DE number 1587163 |
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An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables (English)
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17 April 2001
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This note presents the following three interesting results: (1) Introducing a generalized Rayleigh distribution (GRD) and using a unified approach, the authors extend a Schur-concavity inequality for two independent variables having as distribution the GRD. (2) This result is then extended to \(n\) random variables which are pairwise independent and identically distributed by the same GRD. (3) An inequality for the generalized gamma distribution is also proved.
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generalized Rayleigh distribution
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weighted sums inequality
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Schur-concave function
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pairwise independence
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stochastic order
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